+490.8%
LITE vs ETR
+152.2%
+338.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.4% | +5.6% |
| 7D | -35.9% | +0.4% | -36.3% | -36.0% |
| 30D | -51.5% | +7.5% | -59.1% | -53.2% |
| 3M | -35.7% | +4.4% | -40.2% | -36.9% |
| 6M | -43.0% | -1.5% | -41.4% | -42.6% |
| YTD | +46.1% | +21.8% | +24.4% | +35.5% |
| 1Y | +124.7% | +18.4% | +106.3% | +111.2% |
| 3Y | +1,172.1% | +148.5% | +1,023.5% | +883.1% |
| All | +490.8% | +152.2% | +338.6% | +358.8% |
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