+5,083.9%
LITE vs DD
+91.9%
+4,991.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.8% |
| 7D | -1.5% | -3.5% | +2.0% | +0.4% |
| 30D | +6.7% | -10.3% | +17.0% | +13.3% |
| 3M | -6.8% | -7.5% | +0.8% | -2.6% |
| 6M | +29.4% | -8.0% | +37.4% | +36.1% |
| YTD | +139.1% | +10.5% | +128.6% | +127.5% |
| 1Y | +521.0% | +38.3% | +482.7% | +427.4% |
| 3Y | +1,535.3% | +42.5% | +1,492.8% | +1,262.6% |
| 5Y | +889.8% | +60.2% | +829.7% | +669.7% |
| 10Y | +2,400.7% | +68.9% | +2,331.9% | +1,735.2% |
| All | +5,083.9% | +91.9% | +4,991.9% | +3,483.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling