+446.1%
LITE vs DAR
-40.1%
+486.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.1% | -15.6% | -17.5% |
| 7D | -44.6% | -8.1% | -36.5% | -42.5% |
| 30D | -55.0% | -17.1% | -37.9% | -51.6% |
| 3M | -38.3% | -12.3% | -26.0% | -35.4% |
| 6M | -48.8% | -21.8% | -26.9% | -44.0% |
| YTD | +38.3% | +40.8% | -2.5% | +22.2% |
| 1Y | +119.0% | +57.4% | +61.6% | +86.0% |
| 3Y | +1,092.0% | +12.1% | +1,079.9% | +986.9% |
| 5Y | +446.1% | -40.2% | +486.3% | +439.1% |
| All | +446.1% | -40.1% | +486.2% | +439.1% |
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