+2,331.0%
LITE vs D
+35.0%
+2,296.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.4% | +4.3% |
| 7D | -1.5% | +0.4% | -2.0% | -1.7% |
| 30D | +6.7% | -3.6% | +10.2% | +7.4% |
| 3M | -6.8% | -1.0% | -5.8% | -6.8% |
| 6M | +29.4% | +6.3% | +23.2% | +27.0% |
| YTD | +139.1% | +14.7% | +124.4% | +130.3% |
| 1Y | +521.0% | +16.9% | +504.1% | +493.1% |
| 3Y | +1,535.3% | +56.8% | +1,478.5% | +1,296.2% |
| 5Y | +889.8% | +5.2% | +884.6% | +853.3% |
| All | +2,331.0% | +35.0% | +2,296.0% | +2,167.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling