+984.6%
LITE vs DOW
-10.2%
+994.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +6.4% |
| 7D | -35.9% | -9.5% | -26.4% | -33.1% |
| 30D | -51.5% | +13.1% | -64.6% | -54.0% |
| 3M | -35.7% | +4.8% | -40.6% | -37.5% |
| 6M | -43.0% | -16.7% | -26.3% | -39.2% |
| YTD | +46.1% | +38.9% | +7.3% | +20.8% |
| 1Y | +124.7% | +48.3% | +76.4% | +79.5% |
| 3Y | +1,172.1% | -24.4% | +1,196.4% | +1,247.6% |
| 5Y | +477.0% | -29.2% | +506.2% | +521.4% |
| All | +984.6% | -10.2% | +994.8% | +790.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling