+1,499.9%
LITE vs DELL
+2,569.6%
-1,069.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.7% | -0.2% |
| 7D | -13.9% | -18.1% | +4.2% | -4.7% |
| 30D | -46.9% | -42.9% | -4.1% | -30.5% |
| 3M | -28.0% | -26.9% | -1.1% | -16.1% |
| 6M | -35.2% | +28.8% | -64.0% | -43.4% |
| YTD | +58.9% | +168.4% | -109.6% | -3.7% |
| 1Y | +125.3% | +136.8% | -11.5% | +45.0% |
| 3Y | +1,344.4% | +375.3% | +969.1% | +542.9% |
| 5Y | +541.2% | +551.0% | -9.9% | +137.3% |
| All | +1,499.9% | +2,569.6% | -1,069.6% | +123.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling