+232.7%
LITE vs EWZ
+7.8%
+224.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.6% | -9.5% | -8.6% |
| 7D | -31.4% | -4.1% | -27.3% | -30.1% |
| 30D | -42.6% | -25.0% | -17.6% | -36.1% |
| 3M | -26.2% | -10.6% | -15.6% | -30.3% |
| 6M | -35.8% | -16.6% | -19.2% | -35.0% |
| YTD | +70.0% | +2.5% | +67.6% | +43.2% |
| 1Y | +232.7% | +8.1% | +224.7% | +127.3% |
| All | +232.7% | +7.8% | +224.9% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 1y: compounded portfolio wealth divided by compounded EWZ 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…
1y analysis · Full analysis span regression · 6 months rolling