+1,402.3%
LITE vs EW
+236.3%
+1,166.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.3% | +4.4% | +5.1% |
| 7D | -35.9% | +11.0% | -46.9% | -39.0% |
| 30D | -51.5% | +19.1% | -70.6% | -55.3% |
| 3M | -35.7% | +14.4% | -50.1% | -40.0% |
| 6M | -43.0% | +22.8% | -65.7% | -49.0% |
| YTD | +46.1% | +19.8% | +26.3% | +32.4% |
| 1Y | +124.7% | +23.9% | +100.8% | +100.9% |
| 3Y | +1,172.1% | +52.2% | +1,119.8% | +876.3% |
| 5Y | +477.0% | -13.9% | +490.9% | +464.5% |
| All | +1,402.3% | +236.3% | +1,166.0% | +725.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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