+1,208.5%
LITE vs DBX
+20.1%
+1,188.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.4% | +4.8% |
| 7D | -1.5% | -2.4% | +0.9% | -0.8% |
| 30D | +6.7% | -0.5% | +7.1% | +6.2% |
| 3M | -6.8% | +28.1% | -34.8% | -15.9% |
| 6M | +29.4% | +33.1% | -3.6% | +12.6% |
| YTD | +139.1% | +25.3% | +113.8% | +111.4% |
| 1Y | +521.0% | +18.3% | +502.6% | +456.5% |
| 3Y | +1,535.3% | +25.0% | +1,510.3% | +1,296.3% |
| 5Y | +889.8% | +7.5% | +882.3% | +770.2% |
| All | +1,208.5% | +20.1% | +1,188.4% | +851.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling