+2,502.5%
LITE vs DUK
+126.2%
+2,376.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.8% | +10.2% | +10.9% |
| 7D | +12.6% | +0.7% | +11.9% | +12.5% |
| 30D | +9.9% | -2.0% | +12.0% | +10.3% |
| 3M | +9.3% | +0.2% | +9.1% | +8.8% |
| 6M | +75.2% | -6.9% | +82.1% | +77.0% |
| YTD | +165.5% | +6.1% | +159.3% | +160.2% |
| 1Y | +555.0% | +4.4% | +550.5% | +541.7% |
| 3Y | +1,870.5% | +49.1% | +1,821.3% | +1,575.7% |
| 5Y | +1,009.8% | +39.6% | +970.3% | +853.9% |
| 10Y | +2,502.5% | +125.1% | +2,377.3% | +1,848.8% |
| All | +2,502.5% | +126.2% | +2,376.3% | +1,848.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 10y: compounded portfolio wealth divided by compounded DUK 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…
10y analysis · Full analysis span regression · 6 months rolling