+521.0%
LITE vs DOW
+30.0%
+491.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.0% | +7.0% | +4.4% |
| 7D | -1.5% | -2.4% | +0.9% | -1.2% |
| 30D | +6.7% | +0.4% | +6.3% | +6.4% |
| 3M | -6.8% | -14.4% | +7.6% | -3.5% |
| 6M | +29.4% | -7.0% | +36.4% | +33.4% |
| YTD | +139.1% | +30.2% | +108.9% | +122.4% |
| 1Y | +521.0% | +29.2% | +491.8% | +451.3% |
| All | +521.0% | +30.0% | +491.0% | +451.3% |
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