+1,172.1%
LITE vs EW
+51.9%
+1,120.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.3% | +4.4% | +5.3% |
| 7D | -35.9% | +11.0% | -46.9% | -38.0% |
| 30D | -51.5% | +19.1% | -70.6% | -54.1% |
| 3M | -35.7% | +14.4% | -50.1% | -38.7% |
| 6M | -43.0% | +22.8% | -65.7% | -47.4% |
| YTD | +46.1% | +19.8% | +26.3% | +36.3% |
| 1Y | +124.7% | +23.9% | +100.8% | +107.4% |
| 3Y | +1,172.1% | +52.2% | +1,119.8% | +798.7% |
| All | +1,172.1% | +51.9% | +1,120.1% | +798.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling