+490.8%
LITE vs EW
-14.5%
+505.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.3% | +4.4% | +5.2% |
| 7D | -35.9% | +11.0% | -46.9% | -38.4% |
| 30D | -51.5% | +19.1% | -70.6% | -54.5% |
| 3M | -35.7% | +14.4% | -50.1% | -39.1% |
| 6M | -43.0% | +22.8% | -65.7% | -47.9% |
| YTD | +46.1% | +19.8% | +26.3% | +35.0% |
| 1Y | +124.7% | +23.9% | +100.8% | +105.3% |
| 3Y | +1,172.1% | +52.2% | +1,119.8% | +919.2% |
| All | +490.8% | -14.5% | +505.3% | +482.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling