+1,563.7%
LITE vs DRI
+53.9%
+1,509.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.2% |
| 7D | -1.5% | +0.6% | -2.1% | -1.7% |
| 30D | +6.7% | +3.8% | +2.8% | +5.3% |
| 3M | -6.8% | +13.0% | -19.8% | -12.1% |
| 6M | +29.4% | +8.3% | +21.1% | +23.9% |
| YTD | +139.1% | +20.6% | +118.5% | +114.6% |
| 1Y | +521.0% | +6.5% | +514.5% | +494.2% |
| All | +1,563.7% | +53.9% | +1,509.8% | +1,089.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling