+1,618.0%
LITE vs EWT
+419.7%
+1,198.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +7.2% | +3.5% | +2.1% |
| 7D | -12.9% | -5.0% | -7.9% | -6.2% |
| 30D | -46.0% | -16.3% | -29.6% | -31.7% |
| 3M | -33.0% | -7.2% | -25.8% | -24.3% |
| 6M | -34.0% | -0.5% | -33.6% | -30.7% |
| YTD | +61.7% | +50.6% | +11.2% | +6.2% |
| 1Y | +148.3% | +54.8% | +93.4% | +59.2% |
| 3Y | +1,408.5% | +155.5% | +1,253.0% | +489.0% |
| 5Y | +546.2% | +116.4% | +429.8% | +200.9% |
| All | +1,618.0% | +419.7% | +1,198.3% | +197.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling