+1,079.2%
LITE vs DOW
-10.0%
+1,089.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.4% |
| 7D | -13.9% | -6.8% | -7.1% | -11.3% |
| 30D | -46.9% | +10.8% | -57.7% | -49.2% |
| 3M | -28.0% | +4.1% | -32.2% | -29.6% |
| 6M | -35.2% | -12.7% | -22.5% | -32.3% |
| YTD | +58.9% | +39.2% | +19.6% | +31.1% |
| 1Y | +125.3% | +49.5% | +75.8% | +79.3% |
| 3Y | +1,344.4% | -24.4% | +1,368.8% | +1,429.6% |
| 5Y | +541.2% | -29.6% | +570.7% | +591.6% |
| All | +1,079.2% | -10.0% | +1,089.1% | +866.3% |
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 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