+1,402.3%
LITE vs EWZ
+45.6%
+1,356.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +5.0% | +5.4% |
| 7D | -35.9% | -1.5% | -34.5% | -35.4% |
| 30D | -51.5% | -24.5% | -27.0% | -46.3% |
| 3M | -35.7% | -10.7% | -25.0% | -34.4% |
| 6M | -43.0% | -19.1% | -23.9% | -39.0% |
| YTD | +46.1% | +1.6% | +44.5% | +42.2% |
| 1Y | +124.7% | +4.3% | +120.4% | +116.2% |
| 3Y | +1,172.1% | +19.0% | +1,153.1% | +1,059.9% |
| 5Y | +477.0% | +57.7% | +419.3% | +356.9% |
| All | +1,402.3% | +45.6% | +1,356.7% | +1,095.8% |
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