+446.1%
LITE vs DFNS
-100.0%
+546.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -19.6% | +1.0% | -18.8% |
| 7D | -44.6% | -37.4% | -7.1% | -44.7% |
| 30D | -55.0% | -65.8% | +10.8% | -55.2% |
| 3M | -38.3% | -95.0% | +56.7% | -39.1% |
| 6M | -48.8% | -95.8% | +47.1% | -48.4% |
| YTD | +38.3% | -99.5% | +137.8% | +38.1% |
| 1Y | +119.0% | -99.7% | +218.7% | +118.1% |
| 3Y | +1,092.0% | -100.0% | +1,192.0% | +1,121.8% |
| 5Y | +446.1% | -100.0% | +546.0% | +491.8% |
| All | +446.1% | -100.0% | +546.0% | +491.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling