+2,653.9%
LITE vs DELL
+4,626.3%
-1,972.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +3.3% |
| 7D | -1.5% | +14.9% | -16.4% | -8.1% |
| 30D | +6.7% | +13.3% | -6.6% | +0.3% |
| 3M | -6.8% | +24.4% | -31.1% | -15.2% |
| 6M | +29.4% | +258.0% | -228.6% | -30.7% |
| YTD | +139.1% | +320.2% | -181.1% | +17.0% |
| 1Y | +521.0% | +319.1% | +201.9% | +203.3% |
| 3Y | +1,535.3% | +706.5% | +828.8% | +468.5% |
| 5Y | +889.8% | +1,071.9% | -182.1% | +178.5% |
| 10Y | +2,400.7% | +4,683.5% | -2,282.7% | +231.3% |
| All | +2,653.9% | +4,626.3% | -1,972.4% | +264.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling