+1,402.3%
LITE vs DAR
+268.8%
+1,133.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +6.1% |
| 7D | -35.9% | -9.9% | -26.0% | -32.9% |
| 30D | -51.5% | -16.4% | -35.1% | -47.9% |
| 3M | -35.7% | -17.1% | -18.7% | -31.2% |
| 6M | -43.0% | -20.5% | -22.5% | -38.0% |
| YTD | +46.1% | +39.4% | +6.7% | +28.7% |
| 1Y | +124.7% | +57.2% | +67.5% | +89.2% |
| 3Y | +1,172.1% | +13.9% | +1,158.2% | +1,059.9% |
| 5Y | +477.0% | -40.8% | +517.8% | +538.0% |
| All | +1,402.3% | +268.8% | +1,133.6% | +552.6% |
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