+1,568.0%
LITE vs DRI
+330.2%
+1,237.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.2% | -3.5% |
| 7D | +22.6% | -0.3% | +22.9% | +22.7% |
| 30D | -36.8% | +10.8% | -47.6% | -39.1% |
| 3M | -33.0% | +0.9% | -33.9% | -33.8% |
| 6M | -37.1% | +16.3% | -53.4% | -41.4% |
| YTD | +69.5% | +27.8% | +41.7% | +51.9% |
| 1Y | +146.1% | +33.9% | +112.3% | +116.8% |
| 3Y | +1,440.8% | +67.2% | +1,373.6% | +1,149.4% |
| 5Y | +580.4% | +79.0% | +501.5% | +435.2% |
| All | +1,568.0% | +330.2% | +1,237.8% | +865.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling