+901.5%
LITE vs DOW
-37.6%
+939.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.0% | +7.0% | +5.1% |
| 7D | -1.5% | -2.4% | +0.9% | -0.7% |
| 30D | +6.7% | +0.4% | +6.3% | +6.0% |
| 3M | -6.8% | -14.4% | +7.6% | -1.7% |
| 6M | +29.4% | -7.0% | +36.4% | +30.5% |
| YTD | +139.1% | +30.2% | +108.9% | +104.3% |
| 1Y | +521.0% | +29.2% | +491.8% | +427.4% |
| 3Y | +1,535.3% | -36.7% | +1,572.0% | +1,823.0% |
| All | +901.5% | -37.6% | +939.1% | +1,060.6% |
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