+2,898.2%
LITE vs DIA
+260.3%
+2,637.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.5% | -15.1% | -14.3% |
| 7D | -44.6% | -1.6% | -43.0% | -43.3% |
| 30D | -55.0% | 0.0% | -55.0% | -54.9% |
| 3M | -38.3% | -4.9% | -33.4% | -34.5% |
| 6M | -48.8% | +5.0% | -53.8% | -51.7% |
| YTD | +38.3% | +8.2% | +30.1% | +25.8% |
| 1Y | +119.0% | +10.3% | +108.7% | +95.6% |
| 3Y | +1,092.0% | +58.4% | +1,033.6% | +641.0% |
| 5Y | +446.1% | +54.3% | +391.7% | +251.9% |
| 10Y | +1,381.7% | +248.6% | +1,133.1% | +415.6% |
| All | +2,898.2% | +260.3% | +2,637.9% | +897.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling