+863.8%
LITE vs DT
+70.4%
+793.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +5.9% |
| 7D | -35.9% | -24.7% | -11.2% | -30.0% |
| 30D | -51.5% | -27.4% | -24.2% | -46.4% |
| 3M | -35.7% | -11.1% | -24.6% | -33.7% |
| 6M | -43.0% | +13.7% | -56.7% | -46.8% |
| YTD | +46.1% | +0.2% | +45.9% | +39.7% |
| 1Y | +124.7% | -5.7% | +130.4% | +119.3% |
| 3Y | +1,172.1% | -8.1% | +1,180.2% | +1,156.4% |
| 5Y | +477.0% | -43.1% | +520.1% | +535.6% |
| All | +863.8% | +70.4% | +793.5% | +534.1% |
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