+562.5%
LITE vs DD
+67.2%
+495.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.1% |
| 7D | +10.8% | +5.0% | +5.8% | +7.2% |
| 30D | -33.4% | +19.7% | -53.1% | -41.3% |
| 3M | -32.2% | +7.2% | -39.4% | -35.3% |
| 6M | -42.1% | +1.0% | -43.1% | -42.5% |
| YTD | +61.9% | +29.1% | +32.8% | +35.2% |
| 1Y | +163.0% | +28.5% | +134.5% | +121.1% |
| 3Y | +1,358.0% | +89.4% | +1,268.6% | +841.0% |
| All | +562.5% | +67.2% | +495.2% | +362.9% |
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