+124.7%
LITE vs DIA
+10.1%
+114.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +6.2% |
| 7D | -35.9% | -0.9% | -35.0% | -34.3% |
| 30D | -51.5% | +0.3% | -51.8% | -51.0% |
| 3M | -35.7% | -4.5% | -31.2% | -30.7% |
| 6M | -43.0% | +3.4% | -46.3% | -45.4% |
| YTD | +46.1% | +7.8% | +38.3% | +24.3% |
| 1Y | +124.7% | +10.7% | +114.0% | +81.0% |
| All | +124.7% | +10.1% | +114.6% | +81.0% |
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