+1,172.1%
LITE vs DAR
+11.9%
+1,160.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +6.1% |
| 7D | -35.9% | -9.9% | -26.0% | -32.5% |
| 30D | -51.5% | -16.4% | -35.1% | -47.4% |
| 3M | -35.7% | -17.1% | -18.7% | -30.6% |
| 6M | -43.0% | -20.5% | -22.5% | -37.3% |
| YTD | +46.1% | +39.4% | +6.7% | +26.9% |
| 1Y | +124.7% | +57.2% | +67.5% | +85.6% |
| 3Y | +1,172.1% | +13.9% | +1,158.2% | +1,020.5% |
| All | +1,172.1% | +11.9% | +1,160.2% | +1,020.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling