+5,083.9%
LITE vs DG
+91.5%
+4,992.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +3.8% |
| 7D | -1.5% | +8.4% | -9.9% | -2.4% |
| 30D | +6.7% | +4.9% | +1.7% | +6.0% |
| 3M | -6.8% | +29.3% | -36.1% | -10.2% |
| 6M | +29.4% | -11.3% | +40.7% | +31.6% |
| YTD | +139.1% | +1.8% | +137.3% | +136.7% |
| 1Y | +521.0% | +25.3% | +495.7% | +490.4% |
| 3Y | +1,535.3% | +9.1% | +1,526.2% | +1,456.1% |
| 5Y | +889.8% | -34.9% | +924.7% | +970.9% |
| 10Y | +2,400.7% | +108.2% | +2,292.6% | +2,009.0% |
| All | +5,083.9% | +91.5% | +4,992.3% | +4,321.8% |
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