+124.7%
LITE vs DFNS
-99.8%
+224.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -12.2% | +17.9% | +5.7% |
| 7D | -35.9% | -44.0% | +8.1% | -35.8% |
| 30D | -51.5% | -69.1% | +17.6% | -51.5% |
| 3M | -35.7% | -95.6% | +59.9% | -36.2% |
| 6M | -43.0% | -96.2% | +53.2% | -34.7% |
| YTD | +46.1% | -99.6% | +145.7% | +92.8% |
| 1Y | +124.7% | -99.7% | +224.5% | +226.8% |
| All | +124.7% | -99.8% | +224.5% | +226.8% |
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