+232.7%
LITE vs EWT
+54.0%
+178.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.2% | -6.6% | -6.2% |
| 7D | -31.4% | -10.9% | -20.5% | -19.5% |
| 30D | -42.6% | -17.7% | -24.9% | -24.3% |
| 3M | -26.2% | -5.0% | -21.2% | -18.6% |
| 6M | -35.8% | +7.4% | -43.2% | -38.7% |
| YTD | +70.0% | +52.8% | +17.2% | -6.8% |
| 1Y | +232.7% | +55.2% | +177.6% | +78.6% |
| All | +232.7% | +54.0% | +178.8% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 1y: compounded portfolio wealth divided by compounded EWT 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…
1y analysis · Full analysis span regression · 6 months rolling