+1,100.5%
LITE vs DOW
-11.5%
+1,111.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.4% | +12.1% | +11.2% |
| 7D | -12.9% | -9.4% | -3.5% | -9.3% |
| 30D | -46.0% | +8.9% | -54.9% | -47.9% |
| 3M | -33.0% | +6.7% | -39.8% | -35.3% |
| 6M | -34.0% | -14.2% | -19.8% | -30.6% |
| YTD | +61.7% | +36.9% | +24.8% | +34.4% |
| 1Y | +148.3% | +45.8% | +102.5% | +99.7% |
| 3Y | +1,408.5% | -23.9% | +1,432.4% | +1,491.6% |
| 5Y | +546.2% | -30.8% | +576.9% | +602.0% |
| All | +1,100.5% | -11.5% | +1,111.9% | +890.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling