+546.2%
LITE vs DGX
+102.1%
+444.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.6% | +9.1% | +10.6% |
| 7D | -12.9% | +3.5% | -16.4% | -13.1% |
| 30D | -46.0% | +12.4% | -58.4% | -46.5% |
| 3M | -33.0% | +9.3% | -42.4% | -33.5% |
| 6M | -34.0% | +39.7% | -73.7% | -36.9% |
| YTD | +61.7% | +52.2% | +9.6% | +51.2% |
| 1Y | +148.3% | +47.1% | +101.2% | +133.6% |
| 3Y | +1,408.5% | +108.8% | +1,299.7% | +1,140.8% |
| 5Y | +546.2% | +101.4% | +444.8% | +423.9% |
| All | +546.2% | +102.1% | +444.1% | +423.9% |
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