+490.8%
LITE vs DG
-34.7%
+525.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.1% | +8.7% | +5.4% |
| 7D | -35.9% | +1.1% | -37.0% | -35.8% |
| 30D | -51.5% | +9.5% | -61.0% | -51.1% |
| 3M | -35.7% | +5.5% | -41.2% | -35.2% |
| 6M | -43.0% | +16.1% | -59.1% | -42.2% |
| YTD | +46.1% | +2.7% | +43.4% | +48.5% |
| 1Y | +124.7% | +42.1% | +82.6% | +125.4% |
| 3Y | +1,172.1% | +19.3% | +1,152.8% | +1,201.6% |
| All | +490.8% | -34.7% | +525.5% | +562.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling