+605.9%
LITE vs DOW
-28.5%
+634.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.4% | +7.3% | +9.5% |
| 7D | +3.4% | -0.5% | +3.9% | +3.7% |
| 30D | -34.9% | +15.7% | -50.6% | -38.2% |
| 3M | -21.0% | +5.3% | -26.3% | -22.7% |
| 6M | -38.5% | -14.2% | -24.3% | -35.1% |
| YTD | +75.8% | +43.9% | +31.9% | +44.5% |
| 1Y | +156.7% | +53.1% | +103.6% | +104.0% |
| 3Y | +1,498.6% | -21.8% | +1,520.4% | +1,630.2% |
| All | +605.9% | -28.5% | +634.4% | +716.0% |
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