+1,674.6%
LITE vs DOW
-15.8%
+1,690.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.0% | +7.0% | +5.2% |
| 7D | -1.5% | -2.4% | +0.9% | -0.6% |
| 30D | +6.7% | +0.4% | +6.3% | +5.9% |
| 3M | -6.8% | -14.4% | +7.6% | -1.5% |
| 6M | +29.4% | -7.0% | +36.4% | +30.4% |
| YTD | +139.1% | +30.2% | +108.9% | +103.5% |
| 1Y | +521.0% | +29.2% | +491.8% | +425.9% |
| 3Y | +1,535.3% | -36.7% | +1,572.0% | +1,780.8% |
| 5Y | +889.8% | -37.7% | +927.5% | +1,026.0% |
| All | +1,674.6% | -15.8% | +1,690.4% | +1,400.0% |
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 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