+1,172.1%
LITE vs DTE
+49.5%
+1,122.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.7% |
| 7D | -35.9% | -0.3% | -35.6% | -35.9% |
| 30D | -51.5% | +6.2% | -57.7% | -51.6% |
| 3M | -35.7% | -2.6% | -33.1% | -35.7% |
| 6M | -43.0% | -3.5% | -39.4% | -43.2% |
| YTD | +46.1% | +7.4% | +38.8% | +44.6% |
| 1Y | +124.7% | +4.2% | +120.5% | +123.0% |
| 3Y | +1,172.1% | +51.7% | +1,120.3% | +946.0% |
| All | +1,172.1% | +49.5% | +1,122.6% | +946.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling