+2,898.2%
LITE vs DAR
+281.2%
+2,617.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.1% | -15.6% | -17.6% |
| 7D | -44.6% | -8.1% | -36.5% | -42.6% |
| 30D | -55.0% | -17.1% | -37.9% | -51.7% |
| 3M | -38.3% | -12.3% | -26.0% | -35.5% |
| 6M | -48.8% | -21.8% | -26.9% | -44.2% |
| YTD | +38.3% | +40.8% | -2.5% | +22.4% |
| 1Y | +119.0% | +57.4% | +61.6% | +86.4% |
| 3Y | +1,092.0% | +12.1% | +1,079.9% | +1,000.5% |
| 5Y | +446.1% | -40.2% | +486.3% | +497.0% |
| 10Y | +1,381.7% | +280.1% | +1,101.6% | +660.4% |
| All | +2,898.2% | +281.2% | +2,617.0% | +1,312.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling