+163.0%
LITE vs EWT
+56.8%
+106.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.7% |
| 7D | +10.8% | +9.1% | +1.7% | -1.5% |
| 30D | -33.4% | -12.2% | -21.2% | -18.9% |
| 3M | -32.2% | -9.4% | -22.8% | -20.0% |
| 6M | -42.1% | +2.7% | -44.8% | -40.3% |
| YTD | +61.9% | +53.3% | +8.6% | +0.4% |
| 1Y | +163.0% | +59.2% | +103.8% | +51.7% |
| All | +163.0% | +56.8% | +106.2% | +51.7% |
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