+2,502.5%
LITE vs EWJ
+137.9%
+2,364.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.3% | +11.4% | +11.5% |
| 7D | +12.6% | +2.9% | +9.7% | +8.3% |
| 30D | +9.9% | +1.1% | +8.8% | +8.8% |
| 3M | +9.3% | +7.1% | +2.2% | +1.8% |
| 6M | +75.2% | +16.2% | +59.0% | +48.4% |
| YTD | +165.5% | +22.0% | +143.5% | +109.5% |
| 1Y | +555.0% | +26.2% | +528.8% | +398.3% |
| 3Y | +1,870.5% | +73.5% | +1,797.0% | +932.2% |
| 5Y | +1,009.8% | +52.7% | +957.1% | +585.4% |
| 10Y | +2,502.5% | +138.5% | +2,364.0% | +771.1% |
| All | +2,502.5% | +137.9% | +2,364.6% | +771.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 10y: compounded portfolio wealth divided by compounded EWJ 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…
10y analysis · Full analysis span regression · 6 months rolling