+2,331.0%
LITE vs DRI
+361.6%
+1,969.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.2% |
| 7D | -1.5% | +0.6% | -2.1% | -1.8% |
| 30D | +6.7% | +3.8% | +2.8% | +5.2% |
| 3M | -6.8% | +13.0% | -19.8% | -11.5% |
| 6M | +29.4% | +8.3% | +21.1% | +24.3% |
| YTD | +139.1% | +20.6% | +118.5% | +120.3% |
| 1Y | +521.0% | +6.5% | +514.5% | +495.6% |
| 3Y | +1,535.3% | +53.7% | +1,481.6% | +1,276.9% |
| 5Y | +889.8% | +72.7% | +817.2% | +695.8% |
| All | +2,331.0% | +361.6% | +1,969.5% | +1,595.1% |
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