+29.4%
LITE vs ETN
+15.7%
+13.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.5% | +0.5% | -0.5% |
| 7D | -1.5% | +2.0% | -3.5% | -4.0% |
| 30D | +6.7% | -7.9% | +14.6% | +19.3% |
| 3M | -6.8% | -1.6% | -5.1% | -3.0% |
| 6M | +29.4% | +16.9% | +12.6% | -5.9% |
| All | +29.4% | +15.7% | +13.7% | -5.9% |
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