+1,477.0%
LITE vs DT
+103.5%
+1,373.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.5% |
| 7D | -1.5% | -3.3% | +1.8% | -0.6% |
| 30D | +6.7% | +2.0% | +4.6% | +5.4% |
| 3M | -6.8% | +20.0% | -26.8% | -13.2% |
| 6M | +29.4% | +39.3% | -9.8% | +12.0% |
| YTD | +139.1% | +19.8% | +119.3% | +116.4% |
| 1Y | +521.0% | +4.3% | +516.7% | +486.1% |
| 3Y | +1,535.3% | +7.7% | +1,527.6% | +1,437.6% |
| 5Y | +889.8% | -26.8% | +916.7% | +899.8% |
| All | +1,477.0% | +103.5% | +1,373.5% | +882.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling