+1,009.8%
LITE vs DGX
+66.8%
+943.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.7% | +11.7% | +11.1% |
| 7D | +12.6% | -0.3% | +12.9% | +12.6% |
| 30D | +9.9% | -1.2% | +11.1% | +10.1% |
| 3M | +9.3% | +19.9% | -10.6% | +6.5% |
| 6M | +75.2% | +19.2% | +56.0% | +70.6% |
| YTD | +165.5% | +37.5% | +128.0% | +150.7% |
| 1Y | +555.0% | +31.3% | +523.7% | +521.6% |
| 3Y | +1,870.5% | +96.6% | +1,773.8% | +1,521.3% |
| 5Y | +1,009.8% | +64.3% | +945.6% | +850.2% |
| All | +1,009.8% | +66.8% | +943.0% | +850.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling