+1,533.3%
LITE vs DLR
+174.9%
+1,358.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.4% | +7.3% | +8.8% |
| 7D | -12.9% | +2.4% | -15.3% | -13.5% |
| 30D | -46.0% | +0.7% | -46.7% | -45.6% |
| 3M | -33.0% | -6.4% | -26.6% | -29.4% |
| 6M | -34.0% | -6.5% | -27.5% | -30.9% |
| YTD | +61.7% | +18.8% | +42.9% | +51.7% |
| 1Y | +148.3% | +9.0% | +139.2% | +143.7% |
| 3Y | +1,408.5% | +54.5% | +1,354.0% | +1,201.1% |
| 5Y | +546.2% | +35.8% | +510.3% | +467.2% |
| 10Y | +1,533.3% | +177.5% | +1,355.9% | +931.8% |
| All | +1,533.3% | +174.9% | +1,358.4% | +931.8% |
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