+3,068.2%
LITE vs DLR
+289.8%
+2,778.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +5.9% | +5.8% |
| 7D | -35.9% | -3.6% | -32.3% | -34.3% |
| 30D | -51.5% | -3.5% | -48.1% | -50.1% |
| 3M | -35.7% | -8.9% | -26.8% | -31.6% |
| 6M | -43.0% | -11.6% | -31.4% | -38.8% |
| YTD | +46.1% | +14.9% | +31.2% | +39.8% |
| 1Y | +124.7% | +6.4% | +118.3% | +123.5% |
| 3Y | +1,172.1% | +47.3% | +1,124.8% | +1,031.6% |
| 5Y | +477.0% | +32.8% | +444.2% | +417.0% |
| 10Y | +1,465.7% | +169.6% | +1,296.1% | +1,042.4% |
| All | +3,068.2% | +289.8% | +2,778.4% | +2,133.7% |
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