+5,083.9%
LITE vs EW
+243.0%
+4,840.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +3.9% |
| 7D | -1.5% | -0.3% | -1.2% | -1.4% |
| 30D | +6.7% | +1.0% | +5.6% | +5.9% |
| 3M | -6.8% | +2.8% | -9.6% | -8.7% |
| 6M | +29.4% | +5.5% | +24.0% | +25.3% |
| YTD | +139.1% | +5.5% | +133.6% | +131.5% |
| 1Y | +521.0% | +11.0% | +510.0% | +487.3% |
| 3Y | +1,535.3% | +17.7% | +1,517.6% | +1,345.3% |
| 5Y | +889.8% | -25.7% | +915.6% | +930.7% |
| 10Y | +2,400.7% | +132.8% | +2,267.9% | +1,651.2% |
| All | +5,083.9% | +243.0% | +4,840.8% | +3,838.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling