+901.5%
LITE vs D
+4.5%
+897.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.4% | +4.1% |
| 7D | -1.5% | +0.4% | -2.0% | -1.6% |
| 30D | +6.7% | -3.6% | +10.2% | +6.9% |
| 3M | -6.8% | -1.0% | -5.8% | -6.9% |
| 6M | +29.4% | +6.3% | +23.2% | +28.4% |
| YTD | +139.1% | +14.7% | +124.4% | +135.2% |
| 1Y | +521.0% | +16.9% | +504.1% | +507.8% |
| 3Y | +1,535.3% | +56.8% | +1,478.5% | +1,351.1% |
| All | +901.5% | +4.5% | +897.0% | +901.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling