+1,103.8%
LITE vs DT
-8.7%
+1,112.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -6.6% | -12.1% | -17.1% |
| 7D | -44.6% | -28.3% | -16.2% | -40.3% |
| 30D | -55.0% | -28.4% | -26.6% | -51.6% |
| 3M | -38.3% | -14.1% | -24.2% | -35.9% |
| 6M | -48.8% | +13.2% | -61.9% | -51.1% |
| YTD | +38.3% | +0.8% | +37.5% | +37.9% |
| 1Y | +119.0% | -7.8% | +126.8% | +129.2% |
| All | +1,103.8% | -8.7% | +1,112.5% | +1,322.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling