+1,408.5%
LITE vs DRI
+70.6%
+1,337.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.5% | +9.2% | +10.3% |
| 7D | -12.9% | +3.1% | -16.0% | -13.5% |
| 30D | -46.0% | +16.2% | -62.2% | -48.2% |
| 3M | -33.0% | +8.4% | -41.4% | -34.8% |
| 6M | -34.0% | +19.0% | -53.0% | -38.8% |
| YTD | +61.7% | +28.8% | +32.9% | +42.6% |
| 1Y | +148.3% | +33.1% | +115.1% | +114.5% |
| 3Y | +1,408.5% | +70.8% | +1,337.7% | +892.6% |
| All | +1,408.5% | +70.6% | +1,337.9% | +892.6% |
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 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