-38.3%
LITE vs EWT
-15.8%
-22.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -11.5% | -7.1% | +2.1% |
| 7D | -44.6% | -19.0% | -25.6% | -17.4% |
| 30D | -55.0% | -27.0% | -28.1% | -18.4% |
| 3M | -38.3% | -15.6% | -22.8% | -19.6% |
| All | -38.3% | -15.8% | -22.5% | -19.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling