+232.7%
LITE vs DELL
+142.0%
+90.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -8.8% | +1.0% | -4.2% |
| 7D | -31.4% | -24.6% | -6.8% | -22.9% |
| 30D | -42.6% | -32.5% | -10.1% | -32.5% |
| 3M | -26.2% | -20.2% | -6.0% | -18.5% |
| 6M | -35.8% | +76.5% | -112.3% | -43.4% |
| YTD | +70.0% | +198.9% | -128.9% | +27.9% |
| 1Y | +232.7% | +143.3% | +89.4% | +188.6% |
| All | +232.7% | +142.0% | +90.7% | +188.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DELL.
Daily Out/Under-Performance
Portfolio return minus DELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DELL 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 DELL 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