+2,898.2%
LITE vs DRI
+372.9%
+2,525.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.8% | -17.8% | -18.4% |
| 7D | -44.6% | +3.7% | -48.3% | -45.3% |
| 30D | -55.0% | +13.5% | -68.5% | -57.0% |
| 3M | -38.3% | +10.4% | -48.7% | -40.7% |
| 6M | -48.8% | +19.5% | -68.2% | -52.6% |
| YTD | +38.3% | +28.2% | +10.1% | +24.3% |
| 1Y | +119.0% | +31.0% | +88.0% | +95.1% |
| 3Y | +1,092.0% | +67.1% | +1,024.9% | +875.1% |
| 5Y | +446.1% | +74.7% | +371.4% | +336.9% |
| 10Y | +1,381.7% | +376.2% | +1,005.5% | +808.7% |
| All | +2,898.2% | +372.9% | +2,525.3% | +1,864.4% |
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 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