+5,083.9%
LITE vs EWZ
+117.0%
+4,966.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.3% |
| 7D | -1.5% | +6.5% | -8.0% | -4.1% |
| 30D | +6.7% | +4.8% | +1.8% | +4.5% |
| 3M | -6.8% | +9.9% | -16.6% | -10.1% |
| 6M | +29.4% | +1.9% | +27.5% | +28.9% |
| YTD | +139.1% | +20.3% | +118.8% | +123.8% |
| 1Y | +521.0% | +35.6% | +485.4% | +457.4% |
| 3Y | +1,535.3% | +43.4% | +1,491.8% | +1,336.9% |
| 5Y | +889.8% | +55.9% | +833.9% | +723.3% |
| 10Y | +2,400.7% | +84.2% | +2,316.6% | +1,816.3% |
| All | +5,083.9% | +117.0% | +4,966.9% | +2,945.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling