+1,375.6%
LITE vs DD
+94.0%
+1,281.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.1% | +4.6% | +5.0% |
| 7D | -35.9% | +4.6% | -40.6% | -37.6% |
| 30D | -51.5% | +11.8% | -63.3% | -54.6% |
| 3M | -35.7% | +2.2% | -37.9% | -36.5% |
| 6M | -43.0% | -1.6% | -41.3% | -42.3% |
| YTD | +46.1% | +23.0% | +23.1% | +29.7% |
| 1Y | +124.7% | +26.9% | +97.8% | +96.7% |
| 3Y | +1,172.1% | +77.9% | +1,094.2% | +820.0% |
| 5Y | +477.0% | +59.9% | +417.1% | +333.2% |
| All | +1,375.6% | +94.0% | +1,281.6% | +943.6% |
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