+901.5%
LITE vs EWJ
+53.7%
+847.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.5% |
| 7D | -1.5% | +2.5% | -4.0% | -4.8% |
| 30D | +6.7% | +3.3% | +3.4% | +2.8% |
| 3M | -6.8% | +5.0% | -11.7% | -10.7% |
| 6M | +29.4% | +11.5% | +17.9% | +15.8% |
| YTD | +139.1% | +22.4% | +116.7% | +88.3% |
| 1Y | +521.0% | +30.2% | +490.8% | +355.4% |
| 3Y | +1,535.3% | +72.8% | +1,462.5% | +784.1% |
| All | +901.5% | +53.7% | +847.8% | +523.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling