+1,533.3%
LITE vs DTE
+138.9%
+1,394.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.4% | +8.3% | +9.9% |
| 7D | -12.9% | +1.8% | -14.7% | -13.3% |
| 30D | -46.0% | +9.0% | -55.0% | -47.6% |
| 3M | -33.0% | -0.2% | -32.8% | -32.9% |
| 6M | -34.0% | +0.1% | -34.1% | -34.3% |
| YTD | +61.7% | +10.0% | +51.8% | +55.3% |
| 1Y | +148.3% | +4.7% | +143.6% | +142.6% |
| 3Y | +1,408.5% | +55.7% | +1,352.8% | +1,143.8% |
| 5Y | +546.2% | +45.1% | +501.0% | +439.8% |
| 10Y | +1,533.3% | +145.1% | +1,388.2% | +1,149.8% |
| All | +1,533.3% | +138.9% | +1,394.4% | +1,149.8% |
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