+1,499.9%
LITE vs DG
+111.7%
+1,388.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.2% | -1.8% |
| 7D | -13.9% | +5.2% | -19.1% | -14.3% |
| 30D | -46.9% | +7.9% | -54.9% | -47.5% |
| 3M | -28.0% | +12.7% | -40.7% | -29.4% |
| 6M | -35.2% | +22.4% | -57.6% | -37.7% |
| YTD | +58.9% | +5.4% | +53.5% | +56.0% |
| 1Y | +125.3% | +39.4% | +85.9% | +108.7% |
| 3Y | +1,344.4% | +24.1% | +1,320.3% | +1,212.1% |
| 5Y | +541.2% | -32.2% | +573.3% | +599.1% |
| All | +1,499.9% | +111.7% | +1,388.2% | +1,007.3% |
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