+232.7%
LITE vs ETR
+18.4%
+214.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.7% | -10.6% | -10.5% |
| 7D | -31.4% | +3.7% | -35.2% | -34.0% |
| 30D | -42.6% | +11.0% | -53.6% | -48.9% |
| 3M | -26.2% | +3.4% | -29.6% | -28.7% |
| 6M | -35.8% | -3.3% | -32.5% | -33.4% |
| YTD | +70.0% | +23.3% | +46.8% | +22.7% |
| 1Y | +232.7% | +19.2% | +213.6% | +170.5% |
| All | +232.7% | +18.4% | +214.4% | +170.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling