+156.7%
LITE vs DT
-4.9%
+161.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.7% | +8.9% | +10.8% |
| 7D | +3.4% | -5.4% | +8.8% | +2.5% |
| 30D | -34.9% | -32.2% | -2.7% | -40.3% |
| 3M | -21.0% | -10.9% | -10.1% | -19.8% |
| 6M | -38.5% | +10.0% | -48.4% | -31.9% |
| YTD | +75.8% | +2.1% | +73.7% | +105.7% |
| 1Y | +156.7% | -5.5% | +162.2% | +208.3% |
| All | +156.7% | -4.9% | +161.6% | +208.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling