+1,352.9%
LITE vs DBX
+16.6%
+1,336.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.9% | +14.0% | +12.0% |
| 7D | +12.6% | -1.3% | +13.9% | +12.8% |
| 30D | +9.9% | -2.9% | +12.8% | +10.2% |
| 3M | +9.3% | +23.8% | -14.6% | -0.4% |
| 6M | +75.2% | +26.2% | +49.0% | +55.3% |
| YTD | +165.5% | +21.6% | +143.9% | +136.6% |
| 1Y | +555.0% | +11.4% | +543.5% | +499.3% |
| 3Y | +1,870.5% | +21.3% | +1,849.2% | +1,597.2% |
| 5Y | +1,009.8% | +6.7% | +1,003.2% | +875.7% |
| All | +1,352.9% | +16.6% | +1,336.3% | +965.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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