+5,083.9%
LITE vs ETR
+368.6%
+4,715.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.3% |
| 3M | -6.8% | -1.3% | -5.5% | -6.3% |
| 6M | +29.4% | +1.9% | +27.6% | +28.7% |
| YTD | +139.1% | +18.2% | +120.9% | +123.4% |
| 1Y | +521.0% | +24.7% | +496.3% | +468.6% |
| 3Y | +1,535.3% | +150.7% | +1,384.6% | +1,032.4% |
| 5Y | +889.8% | +127.0% | +762.8% | +600.4% |
| 10Y | +2,400.7% | +295.5% | +2,105.3% | +1,334.8% |
| All | +5,083.9% | +368.6% | +4,715.2% | +2,655.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling