+1,331.0%
LITE vs DBX
+22.3%
+1,308.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.8% |
| 7D | -13.9% | -7.3% | -6.6% | -13.9% |
| 30D | -46.9% | -5.7% | -41.2% | -47.0% |
| 3M | -28.0% | -6.3% | -21.7% | -28.2% |
| 6M | -35.2% | +12.1% | -47.3% | -37.0% |
| YTD | +58.9% | +16.5% | +42.3% | +52.9% |
| 1Y | +125.3% | +6.1% | +119.3% | +124.8% |
| All | +1,331.0% | +22.3% | +1,308.7% | +1,108.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling