+1,533.3%
LITE vs ETR
+356.9%
+1,176.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.1% | +9.6% | +10.2% |
| 7D | -12.9% | +1.7% | -14.6% | -13.5% |
| 30D | -46.0% | +8.7% | -54.7% | -48.0% |
| 3M | -33.0% | +4.9% | -38.0% | -34.3% |
| 6M | -34.0% | +0.8% | -34.8% | -34.3% |
| YTD | +61.7% | +23.1% | +38.6% | +48.4% |
| 1Y | +148.3% | +17.9% | +130.4% | +132.7% |
| 3Y | +1,408.5% | +154.5% | +1,254.0% | +938.9% |
| 5Y | +546.2% | +160.3% | +385.9% | +331.6% |
| 10Y | +1,533.3% | +366.9% | +1,166.4% | +841.6% |
| All | +1,533.3% | +356.9% | +1,176.4% | +841.6% |
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