+1,402.3%
LITE vs DRI
+367.2%
+1,035.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +6.0% |
| 7D | -35.9% | +2.8% | -38.7% | -36.7% |
| 30D | -51.5% | +13.3% | -64.8% | -53.7% |
| 3M | -35.7% | +8.2% | -43.9% | -37.9% |
| 6M | -43.0% | +17.5% | -60.5% | -47.1% |
| YTD | +46.1% | +26.9% | +19.2% | +31.2% |
| 1Y | +124.7% | +31.6% | +93.1% | +98.9% |
| 3Y | +1,172.1% | +67.0% | +1,105.1% | +931.4% |
| 5Y | +477.0% | +72.9% | +404.1% | +358.6% |
| All | +1,402.3% | +367.2% | +1,035.2% | +810.5% |
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