+232.7%
LITE vs DD
+49.3%
+183.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.8% | -6.1% | -6.3% |
| 7D | -31.4% | +8.7% | -40.1% | -36.6% |
| 30D | -42.6% | +15.3% | -57.9% | -50.0% |
| 3M | -26.2% | +5.9% | -32.1% | -30.2% |
| 6M | -35.8% | +11.6% | -47.4% | -42.6% |
| YTD | +70.0% | +26.5% | +43.5% | +12.6% |
| 1Y | +232.7% | +35.4% | +197.3% | +95.1% |
| All | +232.7% | +49.3% | +183.4% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling