+562.5%
LITE vs DE
+98.5%
+463.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.7% | -4.2% |
| 7D | +10.8% | +0.3% | +10.5% | +10.8% |
| 30D | -33.4% | +3.6% | -37.0% | -34.2% |
| 3M | -32.2% | +10.2% | -42.5% | -35.6% |
| 6M | -42.1% | +16.6% | -58.7% | -46.5% |
| YTD | +61.9% | +45.8% | +16.0% | +36.6% |
| 1Y | +163.0% | +43.9% | +119.1% | +121.7% |
| 3Y | +1,358.0% | +89.6% | +1,268.4% | +1,001.2% |
| All | +562.5% | +98.5% | +463.9% | +382.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling