+2,898.2%
LITE vs DG
+99.4%
+2,798.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.6% | -16.1% | -18.5% |
| 7D | -44.6% | +6.1% | -50.6% | -44.9% |
| 30D | -55.0% | +11.9% | -67.0% | -55.6% |
| 3M | -38.3% | +9.3% | -47.6% | -39.1% |
| 6M | -48.8% | +19.1% | -67.9% | -50.3% |
| YTD | +38.3% | +5.9% | +32.3% | +36.0% |
| 1Y | +119.0% | +39.8% | +79.2% | +104.6% |
| 3Y | +1,092.0% | +23.4% | +1,068.6% | +1,001.5% |
| 5Y | +446.1% | -33.3% | +479.4% | +490.5% |
| 10Y | +1,381.7% | +131.0% | +1,250.7% | +1,140.8% |
| All | +2,898.2% | +99.4% | +2,798.8% | +2,440.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling