+3,068.2%
LITE vs DUK
+180.2%
+2,888.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.4% | +6.0% |
| 7D | -35.9% | +0.3% | -36.2% | -36.0% |
| 30D | -51.5% | +10.6% | -62.2% | -52.6% |
| 3M | -35.7% | +4.0% | -39.8% | -36.4% |
| 6M | -43.0% | +3.6% | -46.5% | -43.7% |
| YTD | +46.1% | +11.9% | +34.3% | +41.3% |
| 1Y | +124.7% | +6.7% | +118.0% | +119.6% |
| 3Y | +1,172.1% | +59.4% | +1,112.6% | +960.0% |
| 5Y | +477.0% | +52.4% | +424.7% | +381.7% |
| 10Y | +1,465.7% | +148.2% | +1,317.5% | +996.9% |
| All | +3,068.2% | +180.2% | +2,888.0% | +1,461.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling