+1,568.0%
LITE vs DTE
+151.2%
+1,416.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.3% | -3.5% |
| 7D | +22.6% | +3.2% | +19.3% | +21.4% |
| 30D | -36.8% | +8.5% | -45.2% | -38.5% |
| 3M | -33.0% | +1.3% | -34.3% | -33.3% |
| 6M | -37.1% | -0.7% | -36.4% | -37.2% |
| YTD | +69.5% | +10.6% | +58.8% | +62.4% |
| 1Y | +146.1% | +2.6% | +143.5% | +142.1% |
| 3Y | +1,440.8% | +56.5% | +1,384.3% | +1,169.0% |
| 5Y | +580.4% | +46.7% | +533.7% | +466.6% |
| All | +1,568.0% | +151.2% | +1,416.8% | +1,224.7% |
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