+699.7%
LITE vs DBX
+19.5%
+680.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.1% | +8.7% | +6.6% |
| 7D | -35.9% | -4.4% | -31.5% | -35.1% |
| 30D | -51.5% | +4.8% | -56.3% | -52.4% |
| 3M | -35.7% | +0.3% | -36.1% | -36.7% |
| 6M | -43.0% | +40.4% | -83.3% | -51.5% |
| YTD | +46.1% | +24.7% | +21.4% | +28.2% |
| 1Y | +124.7% | +20.9% | +103.8% | +98.5% |
| 3Y | +1,172.1% | +34.5% | +1,137.6% | +945.1% |
| 5Y | +477.0% | +24.6% | +452.4% | +378.5% |
| All | +699.7% | +19.5% | +680.2% | +477.1% |
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