-48.8%
LITE vs DIA
+5.3%
-54.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.5% | -15.1% | -14.5% |
| 7D | -44.6% | -1.6% | -43.0% | -42.1% |
| 30D | -55.0% | 0.0% | -55.0% | -53.7% |
| 3M | -38.3% | -4.9% | -33.4% | -32.5% |
| 6M | -48.8% | +5.0% | -53.8% | -53.2% |
| All | -48.8% | +5.3% | -54.0% | -53.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling