+1,533.3%
LITE vs DG
+128.5%
+1,404.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.2% | +8.5% | +10.5% |
| 7D | -12.9% | +0.7% | -13.6% | -12.9% |
| 30D | -46.0% | +7.4% | -53.4% | -46.5% |
| 3M | -33.0% | +8.5% | -41.5% | -33.9% |
| 6M | -34.0% | +21.9% | -55.9% | -36.5% |
| YTD | +61.7% | +4.9% | +56.8% | +58.9% |
| 1Y | +148.3% | +40.4% | +107.9% | +129.8% |
| 3Y | +1,408.5% | +23.5% | +1,385.0% | +1,273.4% |
| 5Y | +546.2% | -32.3% | +578.5% | +603.8% |
| 10Y | +1,533.3% | +119.3% | +1,414.0% | +1,047.8% |
| All | +1,533.3% | +128.5% | +1,404.9% | +1,047.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling