+2,331.0%
LITE vs DLR
+164.2%
+2,166.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.8% |
| 7D | -1.5% | +1.6% | -3.1% | -2.3% |
| 30D | +6.7% | -3.4% | +10.0% | +9.0% |
| 3M | -6.8% | +0.5% | -7.3% | -7.3% |
| 6M | +29.4% | +4.6% | +24.9% | +27.1% |
| YTD | +139.1% | +23.4% | +115.7% | +117.1% |
| 1Y | +521.0% | +19.0% | +502.0% | +475.2% |
| 3Y | +1,535.3% | +56.5% | +1,478.8% | +1,279.1% |
| 5Y | +889.8% | +33.3% | +856.5% | +756.3% |
| All | +2,331.0% | +164.2% | +2,166.8% | +1,585.3% |
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