+521.0%
LITE vs DG
+23.4%
+497.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +4.5% |
| 7D | -1.5% | +8.4% | -9.9% | +1.3% |
| 30D | +6.7% | +4.9% | +1.7% | +8.8% |
| 3M | -6.8% | +29.3% | -36.1% | +1.0% |
| 6M | +29.4% | -11.3% | +40.7% | +41.4% |
| YTD | +139.1% | +1.8% | +137.3% | +155.6% |
| 1Y | +521.0% | +25.3% | +495.7% | +535.4% |
| All | +521.0% | +23.4% | +497.6% | +535.4% |
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