+146.1%
LITE vs DRI
+36.6%
+109.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.2% | -3.7% |
| 7D | +22.6% | -0.3% | +22.9% | +22.4% |
| 30D | -36.8% | +10.8% | -47.6% | -34.7% |
| 3M | -33.0% | +0.9% | -33.9% | -31.8% |
| 6M | -37.1% | +16.3% | -53.4% | -34.1% |
| YTD | +69.5% | +27.8% | +41.7% | +72.2% |
| 1Y | +146.1% | +33.9% | +112.3% | +149.4% |
| All | +146.1% | +36.6% | +109.5% | +149.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling