+521.0%
LITE vs DIA
+19.6%
+501.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.9% |
| 7D | -1.5% | -0.2% | -1.4% | -1.3% |
| 30D | +6.7% | -1.5% | +8.2% | +9.2% |
| 3M | -6.8% | +3.8% | -10.5% | -12.4% |
| 6M | +29.4% | +10.3% | +19.2% | +10.1% |
| YTD | +139.1% | +12.1% | +127.0% | +90.5% |
| 1Y | +521.0% | +18.6% | +502.4% | +376.0% |
| All | +521.0% | +19.6% | +501.4% | +376.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 1y: compounded portfolio wealth divided by compounded DIA 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…
1y analysis · Full analysis span regression · 6 months rolling