+1,670.7%
LITE vs EWT
+467.1%
+1,203.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.8% | +4.9% | +3.7% |
| 7D | +3.4% | +3.2% | +0.2% | +1.1% |
| 30D | -34.9% | -12.3% | -22.6% | -22.0% |
| 3M | -21.0% | -3.6% | -17.4% | -14.6% |
| 6M | -38.5% | +3.1% | -41.6% | -38.0% |
| YTD | +75.8% | +57.7% | +18.1% | +9.4% |
| 1Y | +156.7% | +60.3% | +96.4% | +57.9% |
| 3Y | +1,498.6% | +163.4% | +1,335.2% | +500.9% |
| 5Y | +610.9% | +127.4% | +483.5% | +212.5% |
| 10Y | +1,670.7% | +462.7% | +1,208.0% | +177.8% |
| All | +1,670.7% | +467.1% | +1,203.6% | +177.8% |
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