+555.0%
LITE vs DTE
+4.2%
+550.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.9% | +10.2% | +11.1% |
| 7D | +12.6% | +0.9% | +11.7% | +12.6% |
| 30D | +9.9% | -1.9% | +11.8% | +9.7% |
| 3M | +9.3% | -3.3% | +12.6% | +7.7% |
| 6M | +75.2% | -7.1% | +82.3% | +71.6% |
| YTD | +165.5% | +8.1% | +157.4% | +160.1% |
| 1Y | +555.0% | +5.3% | +549.7% | +559.9% |
| All | +555.0% | +4.2% | +550.8% | +559.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling