+1,493.1%
LITE vs ETR
+378.9%
+1,114.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.4% |
| 7D | +10.8% | +1.2% | +9.6% | +10.3% |
| 30D | -33.4% | +7.0% | -40.5% | -35.5% |
| 3M | -32.2% | +4.6% | -36.8% | -33.5% |
| 6M | -42.1% | +0.1% | -42.2% | -42.2% |
| YTD | +61.9% | +23.2% | +38.7% | +48.5% |
| 1Y | +163.0% | +20.6% | +142.4% | +144.1% |
| 3Y | +1,358.0% | +156.3% | +1,201.7% | +902.3% |
| 5Y | +549.9% | +159.6% | +390.3% | +335.0% |
| All | +1,493.1% | +378.9% | +1,114.2% | +850.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling