+5,083.9%
LITE vs EWJ
+135.8%
+4,948.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.5% |
| 7D | -1.5% | +2.5% | -4.0% | -4.4% |
| 30D | +6.7% | +3.3% | +3.4% | +3.2% |
| 3M | -6.8% | +5.0% | -11.7% | -10.1% |
| 6M | +29.4% | +11.5% | +17.9% | +17.4% |
| YTD | +139.1% | +22.4% | +116.7% | +93.6% |
| 1Y | +521.0% | +30.2% | +490.8% | +372.0% |
| 3Y | +1,535.3% | +72.8% | +1,462.5% | +839.8% |
| 5Y | +889.8% | +54.1% | +835.7% | +541.0% |
| 10Y | +2,400.7% | +140.6% | +2,260.1% | +1,021.8% |
| All | +5,083.9% | +135.8% | +4,948.1% | +2,138.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling