+1,568.0%
LITE vs DD
+98.3%
+1,469.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.3% |
| 7D | +22.6% | +6.7% | +15.8% | +18.1% |
| 30D | -36.8% | +19.4% | -56.2% | -43.0% |
| 3M | -33.0% | +7.6% | -40.6% | -35.7% |
| 6M | -37.1% | +2.9% | -39.9% | -38.1% |
| YTD | +69.5% | +29.9% | +39.6% | +45.8% |
| 1Y | +146.1% | +28.6% | +117.5% | +113.6% |
| 3Y | +1,440.8% | +90.0% | +1,350.8% | +972.7% |
| 5Y | +580.4% | +68.1% | +512.3% | +395.9% |
| All | +1,568.0% | +98.3% | +1,469.6% | +989.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling