+1,402.3%
LITE vs DG
+122.0%
+1,280.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.1% | +8.7% | +5.9% |
| 7D | -35.9% | +1.1% | -37.0% | -36.1% |
| 30D | -51.5% | +9.5% | -61.0% | -52.1% |
| 3M | -35.7% | +5.5% | -41.2% | -36.4% |
| 6M | -43.0% | +16.1% | -59.1% | -44.8% |
| YTD | +46.1% | +2.7% | +43.4% | +43.8% |
| 1Y | +124.7% | +42.1% | +82.6% | +107.0% |
| 3Y | +1,172.1% | +19.3% | +1,152.8% | +1,065.8% |
| 5Y | +477.0% | -35.3% | +512.4% | +537.0% |
| All | +1,402.3% | +122.0% | +1,280.4% | +943.1% |
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