+910.2%
LITE vs DFNS
-99.9%
+1,010.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.0% |
| 3M | -6.8% | -77.2% | +70.4% | -5.4% |
| 6M | +29.4% | -95.2% | +124.6% | +30.5% |
| YTD | +139.1% | -98.0% | +237.1% | +140.2% |
| 1Y | +521.0% | -98.3% | +619.3% | +524.4% |
| 3Y | +1,535.3% | -99.9% | +1,635.2% | +1,558.6% |
| 5Y | +889.8% | -99.9% | +989.7% | +972.3% |
| All | +910.2% | -99.9% | +1,010.0% | +978.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling