+146.1%
LITE vs DLR
+12.6%
+133.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -5.3% |
| 7D | +22.6% | +5.0% | +17.5% | +15.2% |
| 30D | -36.8% | +3.0% | -39.8% | -37.7% |
| 3M | -33.0% | -6.3% | -26.8% | -26.4% |
| 6M | -37.1% | -4.8% | -32.3% | -30.0% |
| YTD | +69.5% | +21.0% | +48.5% | +24.2% |
| 1Y | +146.1% | +15.1% | +131.0% | +107.6% |
| All | +146.1% | +12.6% | +133.5% | +107.6% |
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