+1,493.1%
LITE vs DG
+105.2%
+1,387.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.1% | -4.5% |
| 7D | +10.8% | +0.3% | +10.5% | +10.8% |
| 30D | -33.4% | +3.2% | -36.7% | -33.8% |
| 3M | -32.2% | +10.4% | -42.7% | -33.4% |
| 6M | -42.1% | +33.2% | -75.3% | -45.1% |
| YTD | +61.9% | +3.0% | +58.9% | +59.3% |
| 1Y | +163.0% | +31.2% | +131.8% | +146.0% |
| 3Y | +1,358.0% | +21.8% | +1,336.2% | +1,225.6% |
| 5Y | +549.9% | -35.0% | +584.9% | +617.0% |
| All | +1,493.1% | +105.2% | +1,387.9% | +1,032.6% |
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