+2,614.7%
LITE vs DGX
+244.3%
+2,370.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +13.6% | -2.2% | +15.8% | +14.4% |
| 30D | +21.6% | -0.9% | +22.5% | +21.9% |
| 3M | +20.3% | +15.6% | +4.8% | +13.7% |
| 6M | +54.4% | +17.8% | +36.6% | +43.7% |
| YTD | +168.3% | +37.5% | +130.9% | +134.8% |
| 1Y | +551.8% | +31.2% | +520.6% | +477.0% |
| 3Y | +1,891.5% | +96.6% | +1,794.9% | +1,328.0% |
| 5Y | +1,014.7% | +64.9% | +949.8% | +752.7% |
| 10Y | +2,614.7% | +254.6% | +2,360.1% | +1,295.1% |
| All | +2,614.7% | +244.3% | +2,370.4% | +1,295.1% |
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