+562.5%
LITE vs DT
-37.8%
+600.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.4% |
| 7D | +10.8% | +3.1% | +7.6% | +9.9% |
| 30D | -33.4% | -29.5% | -3.9% | -26.7% |
| 3M | -32.2% | -11.7% | -20.5% | -29.9% |
| 6M | -42.1% | +29.0% | -71.1% | -47.2% |
| YTD | +61.9% | +3.4% | +58.5% | +55.3% |
| 1Y | +163.0% | -4.2% | +167.2% | +159.6% |
| 3Y | +1,358.0% | -12.8% | +1,370.9% | +1,393.4% |
| All | +562.5% | -37.8% | +600.2% | +581.5% |
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 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