+5,083.9%
LITE vs ETN
+736.6%
+4,347.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.5% | +0.5% | +1.3% |
| 7D | -1.5% | +2.0% | -3.5% | -3.1% |
| 30D | +6.7% | -7.9% | +14.6% | +14.4% |
| 3M | -6.8% | -1.6% | -5.1% | -4.0% |
| 6M | +29.4% | +16.9% | +12.6% | +18.5% |
| YTD | +139.1% | +30.1% | +109.0% | +102.9% |
| 1Y | +521.0% | +19.3% | +501.7% | +470.9% |
| 3Y | +1,535.3% | +82.5% | +1,452.8% | +1,118.0% |
| 5Y | +889.8% | +166.8% | +723.0% | +485.4% |
| 10Y | +2,400.7% | +649.7% | +1,751.0% | +768.5% |
| All | +5,083.9% | +736.6% | +4,347.3% | +1,458.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling