+129.4%
LITE vs DE
+49.1%
+80.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.9% | +7.8% | +9.7% |
| 7D | -12.9% | +3.5% | -16.4% | -13.7% |
| 30D | -46.0% | +11.3% | -57.3% | -47.6% |
| 3M | -33.0% | +11.6% | -44.6% | -36.4% |
| 6M | -34.0% | +20.9% | -54.9% | -39.5% |
| YTD | +61.7% | +49.7% | +12.1% | +65.1% |
| All | +129.4% | +49.1% | +80.3% | +132.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling