+490.8%
LITE vs DT
-43.6%
+534.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +5.8% |
| 7D | -35.9% | -24.7% | -11.2% | -30.7% |
| 30D | -51.5% | -27.4% | -24.2% | -47.0% |
| 3M | -35.7% | -11.1% | -24.6% | -33.8% |
| 6M | -43.0% | +13.7% | -56.7% | -46.3% |
| YTD | +46.1% | +0.2% | +45.9% | +41.3% |
| 1Y | +124.7% | -5.7% | +130.4% | +122.0% |
| 3Y | +1,172.1% | -8.1% | +1,180.2% | +1,179.5% |
| All | +490.8% | -43.6% | +534.4% | +533.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling