+5,083.9%
LITE vs DTE
+199.7%
+4,884.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.2% |
| 7D | -1.5% | +0.2% | -1.7% | -1.6% |
| 30D | +6.7% | -2.6% | +9.2% | +7.7% |
| 3M | -6.8% | -3.9% | -2.9% | -6.0% |
| 6M | +29.4% | -7.9% | +37.4% | +32.3% |
| YTD | +139.1% | +7.2% | +131.9% | +131.7% |
| 1Y | +521.0% | +3.1% | +517.9% | +508.8% |
| 3Y | +1,535.3% | +47.6% | +1,487.7% | +1,278.4% |
| 5Y | +889.8% | +32.7% | +857.1% | +758.8% |
| 10Y | +2,400.7% | +138.8% | +2,262.0% | +1,620.6% |
| All | +5,083.9% | +199.7% | +4,884.2% | +2,769.5% |
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