+1,321.8%
LITE vs DAL
+122.2%
+1,199.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -4.3% | -14.3% | -17.0% |
| 7D | -44.6% | +4.6% | -49.1% | -45.7% |
| 30D | -55.0% | +2.3% | -57.3% | -55.5% |
| 3M | -38.3% | -8.1% | -30.2% | -36.6% |
| 6M | -48.8% | +21.4% | -70.2% | -53.3% |
| YTD | +38.3% | +24.3% | +14.0% | +23.9% |
| 1Y | +119.0% | +47.4% | +71.6% | +83.9% |
| 3Y | +1,092.0% | +164.6% | +927.4% | +701.7% |
| 5Y | +446.1% | +100.2% | +345.8% | +290.3% |
| All | +1,321.8% | +122.2% | +1,199.6% | +891.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling