+2,898.2%
LITE vs EWT
+393.2%
+2,505.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -11.5% | -7.1% | -6.2% |
| 7D | -44.6% | -19.0% | -25.6% | -29.6% |
| 30D | -55.0% | -27.0% | -28.1% | -35.7% |
| 3M | -38.3% | -15.6% | -22.8% | -23.7% |
| 6M | -48.8% | -7.4% | -41.3% | -41.8% |
| YTD | +38.3% | +35.2% | +3.1% | +7.6% |
| 1Y | +119.0% | +36.0% | +83.0% | +70.5% |
| 3Y | +1,092.0% | +128.2% | +963.8% | +497.8% |
| 5Y | +446.1% | +97.4% | +348.7% | +211.6% |
| 10Y | +1,381.7% | +368.6% | +1,013.1% | +351.3% |
| All | +2,898.2% | +393.2% | +2,505.0% | +624.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling