+446.1%
LITE vs EW
-13.6%
+459.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +1.5% | -20.1% | -19.2% |
| 7D | -44.6% | +6.8% | -51.3% | -45.9% |
| 30D | -55.0% | +16.6% | -71.6% | -57.5% |
| 3M | -38.3% | +13.3% | -51.6% | -41.4% |
| 6M | -48.8% | +21.6% | -70.4% | -53.1% |
| YTD | +38.3% | +18.3% | +20.0% | +28.3% |
| 1Y | +119.0% | +21.7% | +97.3% | +101.3% |
| 3Y | +1,092.0% | +50.3% | +1,041.7% | +859.1% |
| 5Y | +446.1% | -15.0% | +461.1% | +434.1% |
| All | +446.1% | -13.6% | +459.6% | +434.1% |
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