+901.5%
LITE vs ETR
+127.8%
+773.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.2% |
| 7D | -1.5% | +1.4% | -3.0% | -2.2% |
| 30D | +6.7% | +1.0% | +5.7% | +6.4% |
| 3M | -6.8% | -1.3% | -5.5% | -6.3% |
| 6M | +29.4% | +1.9% | +27.6% | +28.9% |
| YTD | +139.1% | +18.2% | +120.9% | +124.9% |
| 1Y | +521.0% | +24.7% | +496.3% | +474.5% |
| 3Y | +1,535.3% | +150.7% | +1,384.6% | +1,169.3% |
| All | +901.5% | +127.8% | +773.8% | +671.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling