+1,563.7%
LITE vs DLR
+56.7%
+1,507.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.7% |
| 7D | -1.5% | +1.6% | -3.1% | -2.9% |
| 30D | +6.7% | -3.4% | +10.0% | +10.6% |
| 3M | -6.8% | +0.5% | -7.3% | -7.7% |
| 6M | +29.4% | +4.6% | +24.9% | +24.8% |
| YTD | +139.1% | +23.4% | +115.7% | +99.8% |
| 1Y | +521.0% | +19.0% | +502.0% | +434.4% |
| All | +1,563.7% | +56.7% | +1,507.0% | +1,167.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling