+29.4%
LITE vs EWT
+57.8%
-28.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.9% | +2.1% | +1.6% |
| 7D | -1.5% | +4.0% | -5.5% | -6.5% |
| 30D | +6.7% | +10.3% | -3.6% | -5.3% |
| 3M | -6.8% | +6.1% | -12.8% | -13.3% |
| 6M | +29.4% | +56.6% | -27.2% | -26.7% |
| All | +29.4% | +57.8% | -28.3% | -26.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling