+541.2%
LITE vs DLR
+36.9%
+504.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.1% |
| 7D | -13.9% | +0.3% | -14.3% | -13.5% |
| 30D | -46.9% | +1.2% | -48.1% | -46.6% |
| 3M | -28.0% | -4.8% | -23.2% | -23.9% |
| 6M | -35.2% | -6.1% | -29.1% | -31.4% |
| YTD | +58.9% | +19.3% | +39.6% | +45.1% |
| 1Y | +125.3% | +10.0% | +115.4% | +117.7% |
| 3Y | +1,344.4% | +53.8% | +1,290.6% | +1,095.7% |
| 5Y | +541.2% | +39.1% | +502.0% | +425.2% |
| All | +541.2% | +36.9% | +504.3% | +425.2% |
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 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