+1,103.8%
LITE vs D
+82.3%
+1,021.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.2% | -18.5% | -18.7% |
| 7D | -44.6% | +6.9% | -51.5% | -43.5% |
| 30D | -55.0% | +12.3% | -67.4% | -53.6% |
| 3M | -38.3% | +3.0% | -41.3% | -37.2% |
| 6M | -48.8% | +12.8% | -61.5% | -47.1% |
| YTD | +38.3% | +22.6% | +15.7% | +44.4% |
| 1Y | +119.0% | +21.7% | +97.3% | +128.7% |
| All | +1,103.8% | +82.3% | +1,021.6% | +1,011.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling