+5,083.9%
LITE vs EWT
+544.2%
+4,539.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.9% | +2.1% | +2.1% |
| 7D | -1.5% | +4.0% | -5.5% | -5.6% |
| 30D | +6.7% | +10.3% | -3.6% | -3.2% |
| 3M | -6.8% | +6.1% | -12.8% | -10.9% |
| 6M | +29.4% | +56.6% | -27.2% | -16.7% |
| YTD | +139.1% | +76.6% | +62.5% | +36.5% |
| 1Y | +521.0% | +97.9% | +423.1% | +221.6% |
| 3Y | +1,535.3% | +198.0% | +1,337.3% | +503.1% |
| 5Y | +889.8% | +151.8% | +738.1% | +322.2% |
| 10Y | +2,400.7% | +514.1% | +1,886.6% | +459.2% |
| All | +5,083.9% | +544.2% | +4,539.6% | +818.3% |
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