+562.5%
LITE vs DTE
+46.4%
+516.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.4% | -4.9% | -4.6% |
| 7D | +10.8% | +3.4% | +7.3% | +10.1% |
| 30D | -33.4% | +8.9% | -42.3% | -34.4% |
| 3M | -32.2% | +1.1% | -33.3% | -32.4% |
| 6M | -42.1% | +0.1% | -42.2% | -42.4% |
| YTD | +61.9% | +11.1% | +50.8% | +57.4% |
| 1Y | +163.0% | +4.9% | +158.0% | +158.5% |
| 3Y | +1,358.0% | +58.6% | +1,299.5% | +1,156.2% |
| All | +562.5% | +46.4% | +516.1% | +475.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling