+146.1%
LITE vs DUK
+7.6%
+138.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.8% |
| 7D | +22.6% | -1.1% | +23.7% | +21.2% |
| 30D | -36.8% | +8.8% | -45.6% | -31.3% |
| 3M | -33.0% | +5.0% | -38.1% | -28.8% |
| 6M | -37.1% | +4.6% | -41.7% | -32.8% |
| YTD | +69.5% | +12.6% | +56.9% | +82.0% |
| 1Y | +146.1% | +7.4% | +138.7% | +175.6% |
| All | +146.1% | +7.6% | +138.5% | +175.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling