+129.4%
LITE vs EWZ
+4.4%
+125.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.0% | +8.7% | +9.9% |
| 7D | -12.9% | +1.4% | -14.3% | -13.3% |
| 30D | -46.0% | -25.1% | -20.9% | -40.3% |
| 3M | -33.0% | -7.7% | -25.3% | -37.9% |
| 6M | -34.0% | -15.8% | -18.2% | -33.7% |
| YTD | +61.7% | +3.6% | +58.1% | +47.6% |
| All | +129.4% | +4.4% | +125.0% | +110.0% |
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