+1,402.3%
LITE vs EWT
+376.4%
+1,026.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.9% | +1.8% | +1.0% |
| 7D | -35.9% | -11.7% | -24.2% | -24.8% |
| 30D | -51.5% | -23.2% | -28.3% | -32.2% |
| 3M | -35.7% | -12.5% | -23.2% | -22.2% |
| 6M | -43.0% | -5.9% | -37.0% | -36.0% |
| YTD | +46.1% | +40.5% | +5.7% | +4.1% |
| 1Y | +124.7% | +43.7% | +81.0% | +57.2% |
| 3Y | +1,172.1% | +136.6% | +1,035.4% | +443.5% |
| 5Y | +477.0% | +105.1% | +371.9% | +186.7% |
| All | +1,402.3% | +376.4% | +1,026.0% | +193.9% |
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