+163.0%
LITE vs DLR
+13.8%
+149.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.9% | -2.6% | -2.1% |
| 7D | +10.8% | +3.3% | +7.5% | +6.5% |
| 30D | -33.4% | +4.6% | -38.0% | -35.3% |
| 3M | -32.2% | -8.3% | -24.0% | -23.7% |
| 6M | -42.1% | -5.6% | -36.5% | -35.1% |
| YTD | +61.9% | +18.7% | +43.1% | +26.7% |
| 1Y | +163.0% | +17.1% | +145.9% | +115.2% |
| All | +163.0% | +13.8% | +149.2% | +115.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling