+146.1%
LITE vs EWT
+55.3%
+90.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.9% | -0.7% | +0.5% |
| 7D | +22.6% | +13.2% | +9.3% | +3.4% |
| 30D | -36.8% | -14.3% | -22.5% | -20.1% |
| 3M | -33.0% | -8.4% | -24.6% | -21.9% |
| 6M | -37.1% | +3.7% | -40.8% | -36.2% |
| YTD | +69.5% | +53.1% | +16.4% | -1.8% |
| 1Y | +146.1% | +55.5% | +90.6% | +39.4% |
| All | +146.1% | +55.3% | +90.8% | +39.4% |
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