+5,083.9%
LITE vs DRI
+344.9%
+4,738.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.2% |
| 3M | -6.8% | +13.0% | -19.8% | -11.3% |
| 6M | +29.4% | +8.3% | +21.1% | +24.4% |
| YTD | +139.1% | +20.6% | +118.5% | +120.8% |
| 1Y | +521.0% | +6.5% | +514.5% | +496.2% |
| 3Y | +1,535.3% | +53.7% | +1,481.6% | +1,283.7% |
| 5Y | +889.8% | +72.7% | +817.2% | +701.0% |
| 10Y | +2,400.7% | +363.2% | +2,037.6% | +1,467.4% |
| All | +5,083.9% | +344.9% | +4,738.9% | +3,387.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling