+1,017.8%
LITE vs DT
+76.1%
+941.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -4.1% |
| 7D | +22.6% | +2.7% | +19.8% | +21.6% |
| 30D | -36.8% | -30.4% | -6.4% | -29.1% |
| 3M | -33.0% | -9.4% | -23.6% | -31.2% |
| 6M | -37.1% | +14.5% | -51.6% | -41.2% |
| YTD | +69.5% | +3.6% | +65.9% | +60.5% |
| 1Y | +146.1% | -3.4% | +149.6% | +138.9% |
| 3Y | +1,440.8% | -11.1% | +1,451.9% | +1,441.5% |
| 5Y | +580.4% | -39.5% | +619.9% | +635.0% |
| All | +1,017.8% | +76.1% | +941.8% | +628.3% |
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