+1,172.1%
LITE vs DRI
+66.4%
+1,105.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +5.9% |
| 7D | -35.9% | +2.8% | -38.7% | -36.4% |
| 30D | -51.5% | +13.3% | -64.8% | -53.2% |
| 3M | -35.7% | +8.2% | -43.9% | -37.4% |
| 6M | -43.0% | +17.5% | -60.5% | -47.0% |
| YTD | +46.1% | +26.9% | +19.2% | +29.3% |
| 1Y | +124.7% | +31.6% | +93.1% | +94.5% |
| 3Y | +1,172.1% | +67.0% | +1,105.1% | +725.5% |
| All | +1,172.1% | +66.4% | +1,105.6% | +725.5% |
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