+232.7%
LITE vs DG
+45.3%
+187.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +8.5% | -16.4% | -3.2% |
| 7D | -31.4% | +12.3% | -43.7% | -26.5% |
| 30D | -42.6% | +19.3% | -61.9% | -36.5% |
| 3M | -26.2% | +11.9% | -38.1% | -19.9% |
| 6M | -35.8% | +25.0% | -60.8% | -26.4% |
| YTD | +70.0% | +8.7% | +61.3% | +94.6% |
| 1Y | +232.7% | +44.7% | +188.0% | +286.5% |
| All | +232.7% | +45.3% | +187.5% | +286.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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