+2,502.5%
LITE vs DTE
+138.6%
+2,363.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.9% | +10.2% | +10.8% |
| 7D | +12.6% | +0.9% | +11.7% | +12.3% |
| 30D | +9.9% | -1.9% | +11.8% | +10.7% |
| 3M | +9.3% | -3.3% | +12.6% | +10.1% |
| 6M | +75.2% | -7.1% | +82.3% | +78.6% |
| YTD | +165.5% | +8.1% | +157.4% | +156.5% |
| 1Y | +555.0% | +5.3% | +549.7% | +537.6% |
| 3Y | +1,870.5% | +48.2% | +1,822.3% | +1,556.8% |
| 5Y | +1,009.8% | +33.2% | +976.6% | +860.6% |
| 10Y | +2,502.5% | +137.5% | +2,365.0% | +1,778.0% |
| All | +2,502.5% | +138.6% | +2,363.9% | +1,778.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling