+5,083.9%
LITE vs DGX
+310.7%
+4,773.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.3% |
| 7D | -1.5% | -2.3% | +0.8% | -0.8% |
| 30D | +6.7% | +0.6% | +6.1% | +6.4% |
| 3M | -6.8% | +21.4% | -28.2% | -13.3% |
| 6M | +29.4% | +14.7% | +14.7% | +22.5% |
| YTD | +139.1% | +38.4% | +100.6% | +110.4% |
| 1Y | +521.0% | +34.0% | +487.0% | +449.5% |
| 3Y | +1,535.3% | +92.7% | +1,442.6% | +1,111.7% |
| 5Y | +889.8% | +67.7% | +822.1% | +665.9% |
| 10Y | +2,400.7% | +248.0% | +2,152.7% | +1,314.9% |
| All | +5,083.9% | +310.7% | +4,773.2% | +2,575.7% |
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