+3,406.8%
LITE vs DGX
+351.4%
+3,055.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.6% | +9.1% | +10.2% |
| 7D | -12.9% | +3.5% | -16.4% | -13.8% |
| 30D | -46.0% | +12.4% | -58.4% | -48.0% |
| 3M | -33.0% | +9.3% | -42.4% | -35.1% |
| 6M | -34.0% | +39.7% | -73.7% | -41.6% |
| YTD | +61.7% | +52.2% | +9.6% | +37.7% |
| 1Y | +148.3% | +47.1% | +101.2% | +113.9% |
| 3Y | +1,408.5% | +108.8% | +1,299.7% | +989.9% |
| 5Y | +546.2% | +101.4% | +444.8% | +365.2% |
| 10Y | +1,533.3% | +293.1% | +1,240.3% | +788.4% |
| All | +3,406.8% | +351.4% | +3,055.5% | +1,651.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling