+1,402.3%
LITE vs DE
+778.6%
+623.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.3% | +4.4% | +5.1% |
| 7D | -35.9% | -0.6% | -35.4% | -35.6% |
| 30D | -51.5% | +2.3% | -53.8% | -52.2% |
| 3M | -35.7% | +9.5% | -45.2% | -39.2% |
| 6M | -43.0% | +14.1% | -57.1% | -47.4% |
| YTD | +46.1% | +45.4% | +0.7% | +19.1% |
| 1Y | +124.7% | +42.9% | +81.8% | +83.7% |
| 3Y | +1,172.1% | +84.8% | +1,087.2% | +806.2% |
| 5Y | +477.0% | +101.8% | +375.2% | +273.5% |
| All | +1,402.3% | +778.6% | +623.7% | +348.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 10y: compounded portfolio wealth divided by compounded DE 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…
10y analysis · Full analysis span regression · 6 months rolling