+1,402.3%
LITE vs DLR
+166.0%
+1,236.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +5.9% | +5.8% |
| 7D | -35.9% | -3.6% | -32.3% | -34.2% |
| 30D | -51.5% | -3.5% | -48.1% | -50.1% |
| 3M | -35.7% | -8.9% | -26.8% | -31.3% |
| 6M | -43.0% | -11.6% | -31.4% | -38.5% |
| YTD | +46.1% | +14.9% | +31.2% | +39.4% |
| 1Y | +124.7% | +6.4% | +118.3% | +123.3% |
| 3Y | +1,172.1% | +47.3% | +1,124.8% | +1,022.3% |
| 5Y | +477.0% | +32.8% | +444.2% | +413.3% |
| All | +1,402.3% | +166.0% | +1,236.3% | +897.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling