+129.4%
LITE vs DOW
+43.1%
+86.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.4% | +12.1% | +10.7% |
| 7D | -12.9% | -9.4% | -3.5% | -12.6% |
| 30D | -46.0% | +8.9% | -54.9% | -45.8% |
| 3M | -33.0% | +6.7% | -39.8% | -32.7% |
| 6M | -34.0% | -14.2% | -19.8% | -31.7% |
| YTD | +61.7% | +36.9% | +24.8% | +69.3% |
| All | +129.4% | +43.1% | +86.3% | +144.5% |
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 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