+1,408.5%
LITE vs DD
+90.7%
+1,317.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.9% | +4.8% | +6.0% |
| 7D | -12.9% | +9.8% | -22.7% | -18.6% |
| 30D | -46.0% | +19.3% | -65.3% | -52.8% |
| 3M | -33.0% | +9.4% | -42.4% | -37.3% |
| 6M | -34.0% | +4.8% | -38.8% | -36.3% |
| YTD | +61.7% | +30.2% | +31.5% | +31.1% |
| 1Y | +148.3% | +32.2% | +116.1% | +99.8% |
| 3Y | +1,408.5% | +93.1% | +1,315.4% | +648.5% |
| All | +1,408.5% | +90.7% | +1,317.8% | +648.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling