+947.9%
LITE vs DT
+70.5%
+877.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.4% |
| 7D | -13.9% | -7.5% | -6.4% | -11.4% |
| 30D | -46.9% | -31.5% | -15.4% | -40.2% |
| 3M | -28.0% | -14.0% | -14.0% | -24.9% |
| 6M | -35.2% | +6.9% | -42.1% | -38.1% |
| YTD | +58.9% | +0.3% | +58.5% | +51.9% |
| 1Y | +125.3% | -6.9% | +132.2% | +121.2% |
| 3Y | +1,344.4% | -13.9% | +1,358.3% | +1,359.2% |
| 5Y | +541.2% | -39.9% | +581.1% | +593.3% |
| All | +947.9% | +70.5% | +877.4% | +589.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling