+163.0%
LITE vs EW
+25.9%
+137.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.3% | -5.8% | -4.6% |
| 7D | +10.8% | +4.9% | +5.9% | +10.2% |
| 30D | -33.4% | +23.9% | -57.4% | -35.0% |
| 3M | -32.2% | +15.8% | -48.0% | -33.0% |
| 6M | -42.1% | +31.7% | -73.7% | -47.2% |
| YTD | +61.9% | +25.7% | +36.2% | +62.6% |
| 1Y | +163.0% | +24.4% | +138.6% | +173.4% |
| All | +163.0% | +25.9% | +137.1% | +173.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling