+3,068.2%
LITE vs DTE
+200.2%
+2,868.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.6% |
| 7D | -35.9% | -0.3% | -35.6% | -35.8% |
| 30D | -51.5% | +6.2% | -57.7% | -52.6% |
| 3M | -35.7% | -2.6% | -33.1% | -35.2% |
| 6M | -43.0% | -3.5% | -39.4% | -42.6% |
| YTD | +46.1% | +7.4% | +38.8% | +41.4% |
| 1Y | +124.7% | +4.2% | +120.5% | +119.8% |
| 3Y | +1,172.1% | +51.7% | +1,120.3% | +961.2% |
| 5Y | +477.0% | +39.7% | +437.3% | +390.4% |
| 10Y | +1,465.7% | +137.5% | +1,328.2% | +981.7% |
| All | +3,068.2% | +200.2% | +2,868.0% | +1,651.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling