+521.0%
LITE vs D
+15.7%
+505.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.4% | +3.5% |
| 7D | -1.5% | +0.4% | -2.0% | -1.4% |
| 30D | +6.7% | -3.6% | +10.2% | +5.2% |
| 3M | -6.8% | -1.0% | -5.8% | -7.2% |
| 6M | +29.4% | +6.3% | +23.2% | +33.1% |
| YTD | +139.1% | +14.7% | +124.4% | +158.8% |
| 1Y | +521.0% | +16.9% | +504.1% | +586.8% |
| All | +521.0% | +15.7% | +505.3% | +586.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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