+1,533.3%
LITE vs DIA
+248.4%
+1,284.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.2% | +8.5% | +7.8% |
| 7D | -12.9% | +0.8% | -13.7% | -13.3% |
| 30D | -46.0% | +1.4% | -47.4% | -46.7% |
| 3M | -33.0% | -2.7% | -30.3% | -30.6% |
| 6M | -34.0% | +6.2% | -40.3% | -38.9% |
| YTD | +61.7% | +10.1% | +51.6% | +43.1% |
| 1Y | +148.3% | +13.0% | +135.3% | +113.5% |
| 3Y | +1,408.5% | +61.9% | +1,346.6% | +781.6% |
| 5Y | +546.2% | +57.1% | +489.1% | +294.3% |
| 10Y | +1,533.3% | +240.9% | +1,292.4% | +384.4% |
| All | +1,533.3% | +248.4% | +1,284.9% | +384.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling