+29.4%
LITE vs DFNS
-95.6%
+125.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +4.0% |
| 7D | -1.5% | -16.0% | +14.5% | -1.6% |
| 30D | +6.7% | -77.7% | +84.4% | +5.3% |
| 3M | -6.8% | -77.2% | +70.4% | -9.6% |
| 6M | +29.4% | -95.2% | +124.6% | -35.1% |
| All | +29.4% | -95.6% | +125.0% | -35.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling