+124.7%
LITE vs D
+19.8%
+104.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.2% | +4.7% |
| 7D | -35.9% | +3.0% | -38.9% | -34.4% |
| 30D | -51.5% | +11.5% | -63.0% | -48.2% |
| 3M | -35.7% | +3.7% | -39.5% | -32.9% |
| 6M | -43.0% | +13.5% | -56.5% | -38.6% |
| YTD | +46.1% | +20.7% | +25.4% | +65.2% |
| 1Y | +124.7% | +18.2% | +106.5% | +157.5% |
| All | +124.7% | +19.8% | +104.9% | +157.5% |
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