+580.4%
LITE vs EWT
+119.7%
+460.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.9% | -0.7% | +0.2% |
| 7D | +22.6% | +13.2% | +9.3% | +5.1% |
| 30D | -36.8% | -14.3% | -22.5% | -21.3% |
| 3M | -33.0% | -8.4% | -24.6% | -22.8% |
| 6M | -37.1% | +3.7% | -40.8% | -37.1% |
| YTD | +69.5% | +53.1% | +16.4% | +6.0% |
| 1Y | +146.1% | +55.5% | +90.6% | +52.1% |
| 3Y | +1,440.8% | +155.6% | +1,285.2% | +487.4% |
| 5Y | +580.4% | +119.3% | +461.1% | +220.8% |
| All | +580.4% | +119.7% | +460.7% | +220.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling