+562.5%
LITE vs DAR
-27.0%
+589.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.1% | -5.6% | -4.9% |
| 7D | +10.8% | +11.6% | -0.8% | +6.3% |
| 30D | -33.4% | -10.2% | -23.2% | -30.3% |
| 3M | -32.2% | -14.8% | -17.4% | -28.0% |
| 6M | -42.1% | -10.1% | -32.0% | -40.0% |
| YTD | +61.9% | +55.5% | +6.3% | +37.7% |
| 1Y | +163.0% | +61.7% | +101.3% | +120.7% |
| 3Y | +1,358.0% | +37.2% | +1,320.9% | +1,142.9% |
| All | +562.5% | -27.0% | +589.4% | +537.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling