+232.7%
LITE vs DAL
+57.1%
+175.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +7.2% | -15.0% | -10.2% |
| 7D | -31.4% | +11.1% | -42.5% | -34.2% |
| 30D | -42.6% | +7.7% | -50.3% | -44.2% |
| 3M | -26.2% | -3.5% | -22.7% | -25.2% |
| 6M | -35.8% | +31.3% | -67.1% | -43.7% |
| YTD | +70.0% | +30.0% | +40.1% | +42.9% |
| 1Y | +232.7% | +62.1% | +170.7% | +112.8% |
| All | +232.7% | +57.1% | +175.6% | +112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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