+2,502.5%
LITE vs EWZ
+83.4%
+2,419.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.0% | +9.1% | +10.1% |
| 7D | +12.6% | +5.6% | +7.0% | +9.9% |
| 30D | +9.9% | +9.3% | +0.7% | +5.5% |
| 3M | +9.3% | +15.7% | -6.4% | +2.5% |
| 6M | +75.2% | +7.4% | +67.8% | +70.4% |
| YTD | +165.5% | +22.7% | +142.8% | +144.3% |
| 1Y | +555.0% | +36.4% | +518.6% | +478.1% |
| 3Y | +1,870.5% | +50.4% | +1,820.1% | +1,568.6% |
| 5Y | +1,009.8% | +67.6% | +942.2% | +772.8% |
| 10Y | +2,502.5% | +84.1% | +2,418.4% | +1,767.9% |
| All | +2,502.5% | +83.4% | +2,419.1% | +1,767.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling