+490.8%
LITE vs DLR
+32.6%
+458.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +5.9% | +5.9% |
| 7D | -35.9% | -3.6% | -32.3% | -33.7% |
| 30D | -51.5% | -3.5% | -48.1% | -49.6% |
| 3M | -35.7% | -8.9% | -26.8% | -29.9% |
| 6M | -43.0% | -11.6% | -31.4% | -37.1% |
| YTD | +46.1% | +14.9% | +31.2% | +36.9% |
| 1Y | +124.7% | +6.4% | +118.3% | +122.0% |
| 3Y | +1,172.1% | +47.3% | +1,124.8% | +983.3% |
| All | +490.8% | +32.6% | +458.2% | +392.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling