+1,533.3%
LITE vs EWJ
+126.6%
+1,406.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.6% | +7.0% | +5.7% |
| 7D | -12.9% | -1.5% | -11.4% | -10.0% |
| 30D | -46.0% | -6.5% | -39.4% | -39.7% |
| 3M | -33.0% | -5.6% | -27.4% | -26.0% |
| 6M | -34.0% | -0.3% | -33.8% | -30.9% |
| YTD | +61.7% | +13.9% | +47.8% | +42.5% |
| 1Y | +148.3% | +14.6% | +133.7% | +118.9% |
| 3Y | +1,408.5% | +66.6% | +1,341.9% | +752.5% |
| 5Y | +546.2% | +47.7% | +498.5% | +326.0% |
| 10Y | +1,533.3% | +126.0% | +1,407.3% | +487.7% |
| All | +1,533.3% | +126.6% | +1,406.7% | +487.7% |
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