+1,493.1%
LITE vs DIA
+235.1%
+1,258.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.7% |
| 7D | +10.8% | +2.1% | +8.6% | +8.1% |
| 30D | -33.4% | +1.5% | -34.9% | -34.3% |
| 3M | -32.2% | -2.4% | -29.8% | -30.0% |
| 6M | -42.1% | +6.0% | -48.1% | -46.1% |
| YTD | +61.9% | +10.1% | +51.8% | +43.3% |
| 1Y | +163.0% | +11.8% | +151.2% | +129.0% |
| 3Y | +1,358.0% | +59.7% | +1,298.3% | +765.1% |
| 5Y | +549.9% | +57.9% | +492.0% | +294.2% |
| All | +1,493.1% | +235.1% | +1,258.0% | +301.1% |
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