+146.1%
LITE vs DIA
+10.3%
+135.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.0% |
| 7D | +22.6% | +1.6% | +21.0% | +20.0% |
| 30D | -36.8% | +1.2% | -38.0% | -36.9% |
| 3M | -33.0% | -2.4% | -30.6% | -29.9% |
| 6M | -37.1% | +5.7% | -42.7% | -41.6% |
| YTD | +69.5% | +9.9% | +59.5% | +39.2% |
| 1Y | +146.1% | +9.8% | +136.3% | +106.3% |
| All | +146.1% | +10.3% | +135.8% | +106.3% |
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