+1,587.5%
LITE vs DAR
+269.9%
+1,317.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | +0.1% | -1.1% |
| 7D | -13.9% | -3.8% | -10.1% | -12.3% |
| 30D | -46.9% | -14.4% | -32.5% | -43.3% |
| 3M | -28.0% | -17.9% | -10.1% | -22.3% |
| 6M | -35.2% | -18.3% | -16.9% | -30.2% |
| YTD | +58.9% | +43.2% | +15.6% | +38.7% |
| 1Y | +125.3% | +57.7% | +67.6% | +89.6% |
| 3Y | +1,344.4% | +22.7% | +1,321.7% | +1,182.9% |
| 5Y | +541.2% | -34.0% | +575.2% | +580.4% |
| 10Y | +1,587.5% | +279.5% | +1,308.1% | +628.0% |
| All | +1,587.5% | +269.9% | +1,317.6% | +628.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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