+1,358.0%
LITE vs EWJ
+66.4%
+1,291.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -5.0% |
| 7D | +10.8% | +4.0% | +6.8% | +4.7% |
| 30D | -33.4% | -4.3% | -29.2% | -27.3% |
| 3M | -32.2% | -6.8% | -25.4% | -22.6% |
| 6M | -42.1% | -0.9% | -41.2% | -38.4% |
| YTD | +61.9% | +14.3% | +47.6% | +39.6% |
| 1Y | +163.0% | +15.3% | +147.7% | +124.9% |
| 3Y | +1,358.0% | +65.6% | +1,292.4% | +653.2% |
| All | +1,358.0% | +66.4% | +1,291.6% | +653.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling