+146.1%
LITE vs DD
+29.4%
+116.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.1% |
| 7D | +22.6% | +6.7% | +15.8% | +16.1% |
| 30D | -36.8% | +19.4% | -56.2% | -45.2% |
| 3M | -33.0% | +7.6% | -40.6% | -36.4% |
| 6M | -37.1% | +2.9% | -39.9% | -37.9% |
| YTD | +69.5% | +29.9% | +39.6% | +23.3% |
| 1Y | +146.1% | +28.6% | +117.5% | +85.0% |
| All | +146.1% | +29.4% | +116.7% | +85.0% |
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