+616.0%
LITE vs DFNS
-100.0%
+716.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -19.4% | +15.7% | -3.7% |
| 7D | +22.6% | -12.7% | +35.2% | +22.5% |
| 30D | -36.8% | -65.2% | +28.4% | -37.0% |
| 3M | -33.0% | -94.6% | +61.6% | -33.8% |
| 6M | -37.1% | -96.2% | +59.2% | -36.6% |
| YTD | +69.5% | -99.6% | +169.1% | +69.1% |
| 1Y | +146.1% | -99.7% | +245.8% | +145.4% |
| 3Y | +1,440.8% | -100.0% | +1,540.8% | +1,449.2% |
| 5Y | +580.4% | -100.0% | +680.4% | +628.8% |
| All | +616.0% | -100.0% | +716.0% | +659.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling