+1,499.9%
LITE vs DGX
+286.6%
+1,213.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | -13.9% | +4.6% | -18.5% | -15.2% |
| 30D | -46.9% | +11.9% | -58.8% | -48.9% |
| 3M | -28.0% | +9.2% | -37.2% | -30.3% |
| 6M | -35.2% | +39.0% | -74.2% | -43.0% |
| YTD | +58.9% | +51.4% | +7.4% | +34.2% |
| 1Y | +125.3% | +42.6% | +82.7% | +94.6% |
| 3Y | +1,344.4% | +105.9% | +1,238.5% | +925.0% |
| 5Y | +541.2% | +96.6% | +444.6% | +355.0% |
| All | +1,499.9% | +286.6% | +1,213.3% | +688.3% |
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