+2,382.0%
LITE vs DG
+101.8%
+2,280.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.1% |
| 7D | +5.2% | -6.5% | +11.7% | +6.0% |
| 30D | -0.6% | +4.2% | -4.7% | -1.3% |
| 3M | +4.2% | +9.5% | -5.3% | +2.2% |
| 6M | +38.0% | -13.1% | +51.1% | +40.3% |
| YTD | +151.5% | -4.8% | +156.3% | +150.6% |
| 1Y | +462.2% | +20.6% | +441.6% | +432.2% |
| 3Y | +1,810.6% | +4.9% | +1,805.7% | +1,700.3% |
| 5Y | +980.2% | -37.9% | +1,018.1% | +1,084.8% |
| All | +2,382.0% | +101.8% | +2,280.2% | +1,739.0% |
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