+1,172.1%
LITE vs DD
+78.0%
+1,094.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.1% | +4.6% | +4.8% |
| 7D | -35.9% | +4.6% | -40.6% | -38.0% |
| 30D | -51.5% | +11.8% | -63.3% | -55.6% |
| 3M | -35.7% | +2.2% | -37.9% | -36.7% |
| 6M | -43.0% | -1.6% | -41.3% | -42.1% |
| YTD | +46.1% | +23.0% | +23.1% | +23.6% |
| 1Y | +124.7% | +26.9% | +97.8% | +86.2% |
| 3Y | +1,172.1% | +77.9% | +1,094.2% | +604.4% |
| All | +1,172.1% | +78.0% | +1,094.1% | +604.4% |
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