+1,563.7%
LITE vs EWZ
+45.5%
+1,518.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.6% |
| 7D | -1.5% | +6.5% | -8.0% | -6.8% |
| 30D | +6.7% | +4.8% | +1.8% | +2.1% |
| 3M | -6.8% | +9.9% | -16.6% | -13.6% |
| 6M | +29.4% | +1.9% | +27.5% | +27.4% |
| YTD | +139.1% | +20.3% | +118.8% | +107.9% |
| 1Y | +521.0% | +35.6% | +485.4% | +395.2% |
| All | +1,563.7% | +45.5% | +1,518.2% | +1,171.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling