+562.5%
LITE vs DBX
+24.0%
+538.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.5% | -4.5% |
| 7D | +10.8% | -3.3% | +14.0% | +11.3% |
| 30D | -33.4% | -5.9% | -27.6% | -32.8% |
| 3M | -32.2% | -6.7% | -25.6% | -31.9% |
| 6M | -42.1% | +28.0% | -70.1% | -47.8% |
| YTD | +61.9% | +20.6% | +41.3% | +46.0% |
| 1Y | +163.0% | +10.3% | +152.7% | +146.3% |
| 3Y | +1,358.0% | +24.0% | +1,334.0% | +1,122.5% |
| All | +562.5% | +24.0% | +538.5% | +432.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling