+1,568.0%
LITE vs DLR
+193.8%
+1,374.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -4.3% |
| 7D | +22.6% | +5.0% | +17.5% | +19.4% |
| 30D | -36.8% | +3.0% | -39.8% | -37.1% |
| 3M | -33.0% | -6.3% | -26.8% | -29.7% |
| 6M | -37.1% | -4.8% | -32.3% | -34.8% |
| YTD | +69.5% | +21.0% | +48.5% | +57.4% |
| 1Y | +146.1% | +15.1% | +131.0% | +135.2% |
| 3Y | +1,440.8% | +56.0% | +1,384.8% | +1,220.7% |
| 5Y | +580.4% | +39.1% | +541.3% | +490.4% |
| All | +1,568.0% | +193.8% | +1,374.2% | +975.4% |
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