+562.5%
LITE vs DOW
-28.2%
+590.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.4% |
| 7D | +10.8% | +5.2% | +5.6% | +8.8% |
| 30D | -33.4% | +13.2% | -46.6% | -36.3% |
| 3M | -32.2% | +10.1% | -42.3% | -34.7% |
| 6M | -42.1% | -13.1% | -29.0% | -39.2% |
| YTD | +61.9% | +46.1% | +15.7% | +32.3% |
| 1Y | +163.0% | +50.0% | +113.0% | +111.9% |
| 3Y | +1,358.0% | -20.2% | +1,378.3% | +1,465.4% |
| All | +562.5% | -28.2% | +590.7% | +666.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling