-43.0%
LITE vs ETN
-19.0%
-24.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.5% | +1.2% | -0.2% |
| 7D | -35.9% | -7.6% | -28.3% | -29.0% |
| 30D | -51.5% | -20.8% | -30.7% | -33.5% |
| 3M | -35.7% | -23.6% | -12.2% | -7.1% |
| 6M | -43.0% | -18.5% | -24.5% | -22.0% |
| All | -43.0% | -19.0% | -24.0% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded ETN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling