+1,568.0%
LITE vs ETR
+379.5%
+1,188.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +22.6% | +1.5% | +21.1% | +21.8% |
| 30D | -36.8% | +6.6% | -43.4% | -38.6% |
| 3M | -33.0% | +4.4% | -37.4% | -34.3% |
| 6M | -37.1% | -0.3% | -36.8% | -37.0% |
| YTD | +69.5% | +23.3% | +46.2% | +55.4% |
| 1Y | +146.1% | +18.9% | +127.3% | +130.0% |
| 3Y | +1,440.8% | +155.5% | +1,285.4% | +960.5% |
| 5Y | +580.4% | +159.9% | +420.5% | +355.2% |
| All | +1,568.0% | +379.5% | +1,188.5% | +894.1% |
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