+1,568.0%
LITE vs DGX
+279.7%
+1,288.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.7% |
| 7D | +22.6% | +1.9% | +20.6% | +21.9% |
| 30D | -36.8% | +12.7% | -49.4% | -39.2% |
| 3M | -33.0% | +9.6% | -42.6% | -35.3% |
| 6M | -37.1% | +37.6% | -74.6% | -44.4% |
| YTD | +69.5% | +52.1% | +17.3% | +43.0% |
| 1Y | +146.1% | +41.3% | +104.8% | +113.5% |
| 3Y | +1,440.8% | +106.9% | +1,333.9% | +992.1% |
| 5Y | +580.4% | +90.7% | +489.8% | +391.3% |
| All | +1,568.0% | +279.7% | +1,288.2% | +738.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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