+901.5%
LITE vs DD
+61.3%
+840.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.8% |
| 7D | -1.5% | -3.5% | +2.0% | +1.0% |
| 30D | +6.7% | -10.3% | +17.0% | +15.2% |
| 3M | -6.8% | -7.5% | +0.8% | -1.5% |
| 6M | +29.4% | -8.0% | +37.4% | +37.6% |
| YTD | +139.1% | +10.5% | +128.6% | +123.4% |
| 1Y | +521.0% | +38.3% | +482.7% | +402.1% |
| 3Y | +1,535.3% | +42.5% | +1,492.8% | +1,176.8% |
| All | +901.5% | +61.3% | +840.3% | +638.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling