+2,898.2%
LITE vs DD
+111.4%
+2,786.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.8% | -14.8% | -16.6% |
| 7D | -44.6% | +3.1% | -47.7% | -45.4% |
| 30D | -55.0% | +8.7% | -63.8% | -57.1% |
| 3M | -38.3% | -1.2% | -37.1% | -37.9% |
| 6M | -48.8% | -1.1% | -47.7% | -48.4% |
| YTD | +38.3% | +21.7% | +16.6% | +24.8% |
| 1Y | +119.0% | +24.0% | +94.9% | +96.3% |
| 3Y | +1,092.0% | +75.6% | +1,016.4% | +794.7% |
| 5Y | +446.1% | +58.2% | +387.9% | +323.6% |
| 10Y | +1,381.7% | +88.0% | +1,293.7% | +930.7% |
| All | +2,898.2% | +111.4% | +2,786.8% | +1,865.9% |
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 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