+232.7%
LITE vs DOW
+50.2%
+182.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -3.2% | -4.6% | -7.8% |
| 7D | -31.4% | -4.2% | -27.2% | -31.3% |
| 30D | -42.6% | +14.7% | -57.3% | -42.5% |
| 3M | -26.2% | +9.1% | -35.3% | -25.9% |
| 6M | -35.8% | -17.7% | -18.1% | -33.8% |
| YTD | +70.0% | +44.6% | +25.4% | +79.6% |
| 1Y | +232.7% | +51.9% | +180.8% | +253.2% |
| All | +232.7% | +50.2% | +182.5% | +253.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 1y: compounded portfolio wealth divided by compounded DOW 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…
1y analysis · Full analysis span regression · 6 months rolling