+1,172.1%
LITE vs EWJ
+56.7%
+1,115.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | -35.9% | -5.0% | -30.9% | -29.8% |
| 30D | -51.5% | -10.2% | -41.3% | -41.6% |
| 3M | -35.7% | -7.2% | -28.5% | -26.0% |
| 6M | -43.0% | -3.2% | -39.8% | -37.1% |
| YTD | +46.1% | +9.9% | +36.2% | +33.5% |
| 1Y | +124.7% | +11.0% | +113.7% | +104.0% |
| 3Y | +1,172.1% | +57.3% | +1,114.7% | +648.2% |
| All | +1,172.1% | +56.7% | +1,115.3% | +648.2% |
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