+3,068.2%
LITE vs ETR
+383.0%
+2,685.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -53.1% |
| 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% | +34.7% |
| 1Y | +124.7% | +18.4% | +106.3% | +110.3% |
| 3Y | +1,172.1% | +148.5% | +1,023.5% | +783.3% |
| 5Y | +477.0% | +152.6% | +324.4% | +290.0% |
| 10Y | +1,465.7% | +354.5% | +1,111.2% | +744.3% |
| All | +3,068.2% | +383.0% | +2,685.2% | +1,561.7% |
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 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