+163.0%
LITE vs DOW
+56.5%
+106.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.5% |
| 7D | +10.8% | +5.2% | +5.6% | +10.3% |
| 30D | -33.4% | +13.2% | -46.6% | -33.6% |
| 3M | -32.2% | +10.1% | -42.3% | -32.2% |
| 6M | -42.1% | -13.1% | -29.0% | -39.7% |
| YTD | +61.9% | +46.1% | +15.7% | +58.7% |
| 1Y | +163.0% | +50.0% | +113.0% | +154.1% |
| All | +163.0% | +56.5% | +106.5% | +154.1% |
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