+124.7%
LITE vs EWT
+41.6%
+83.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.9% | +1.8% | +0.1% |
| 7D | -35.9% | -11.7% | -24.2% | -22.8% |
| 30D | -51.5% | -23.2% | -28.3% | -28.8% |
| 3M | -35.7% | -12.5% | -23.2% | -19.6% |
| 6M | -43.0% | -5.9% | -37.0% | -34.0% |
| YTD | +46.1% | +40.5% | +5.7% | -7.5% |
| 1Y | +124.7% | +43.7% | +81.0% | +36.3% |
| All | +124.7% | +41.6% | +83.1% | +36.3% |
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