+232.7%
LITE vs DFNS
-99.6%
+332.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -18.3% | +10.5% | -7.8% |
| 7D | -31.4% | -27.7% | -3.8% | -31.4% |
| 30D | -42.6% | -58.0% | +15.4% | -42.5% |
| 3M | -26.2% | -94.0% | +67.8% | -26.4% |
| 6M | -35.8% | -94.6% | +58.8% | -22.9% |
| YTD | +70.0% | -99.4% | +169.5% | +162.6% |
| 1Y | +232.7% | -99.6% | +332.4% | +487.0% |
| All | +232.7% | -99.6% | +332.4% | +487.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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