+163.0%
LITE vs DG
+31.9%
+131.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.1% | -4.7% |
| 7D | +10.8% | +0.3% | +10.5% | +10.8% |
| 30D | -33.4% | +3.2% | -36.7% | -31.3% |
| 3M | -32.2% | +10.4% | -42.7% | -27.5% |
| 6M | -42.1% | +33.2% | -75.3% | -34.4% |
| YTD | +61.9% | +3.0% | +58.9% | +79.7% |
| 1Y | +163.0% | +31.2% | +131.8% | +181.4% |
| All | +163.0% | +31.9% | +131.1% | +181.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling