+129.4%
LITE vs DIA
+12.5%
+116.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.2% | +8.5% | +7.5% |
| 7D | -12.9% | +0.8% | -13.7% | -12.6% |
| 30D | -46.0% | +1.4% | -47.4% | -46.2% |
| 3M | -33.0% | -2.7% | -30.3% | -29.7% |
| 6M | -34.0% | +6.2% | -40.3% | -39.1% |
| YTD | +61.7% | +10.1% | +51.6% | +34.3% |
| All | +129.4% | +12.5% | +116.9% | +86.3% |
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