+5,083.9%
LITE vs DLR
+318.7%
+4,765.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.8% |
| 7D | -1.5% | +1.6% | -3.1% | -2.3% |
| 30D | +6.7% | -3.4% | +10.0% | +8.9% |
| 3M | -6.8% | +0.5% | -7.3% | -7.2% |
| 6M | +29.4% | +4.6% | +24.9% | +27.3% |
| YTD | +139.1% | +23.4% | +115.7% | +118.1% |
| 1Y | +521.0% | +19.0% | +502.0% | +477.3% |
| 3Y | +1,535.3% | +56.5% | +1,478.8% | +1,290.5% |
| 5Y | +889.8% | +33.3% | +856.5% | +761.6% |
| 10Y | +2,400.7% | +165.1% | +2,235.6% | +1,665.4% |
| All | +5,083.9% | +318.7% | +4,765.2% | +3,383.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling