+5,083.9%
LITE vs DIA
+273.3%
+4,810.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.7% |
| 7D | -1.5% | -0.2% | -1.4% | -1.4% |
| 30D | +6.7% | -1.5% | +8.2% | +8.4% |
| 3M | -6.8% | +3.8% | -10.5% | -10.9% |
| 6M | +29.4% | +10.3% | +19.2% | +15.5% |
| YTD | +139.1% | +12.1% | +127.0% | +108.2% |
| 1Y | +521.0% | +18.6% | +502.4% | +408.7% |
| 3Y | +1,535.3% | +60.6% | +1,474.7% | +897.9% |
| 5Y | +889.8% | +64.4% | +825.4% | +493.1% |
| 10Y | +2,400.7% | +250.1% | +2,150.6% | +743.7% |
| All | +5,083.9% | +273.3% | +4,810.6% | +1,550.8% |
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