+1,533.3%
LITE vs DVA
+212.5%
+1,320.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -3.0% | +13.7% | +11.3% |
| 7D | -12.9% | -0.1% | -12.8% | -13.1% |
| 30D | -46.0% | +3.5% | -49.5% | -46.6% |
| 3M | -33.0% | +1.0% | -34.0% | -33.6% |
| 6M | -34.0% | -6.6% | -27.4% | -34.3% |
| YTD | +61.7% | +63.3% | -1.6% | +38.2% |
| 1Y | +148.3% | +50.0% | +98.3% | +116.3% |
| 3Y | +1,408.5% | +120.1% | +1,288.4% | +1,044.8% |
| 5Y | +546.2% | +73.7% | +472.5% | +402.6% |
| 10Y | +1,533.3% | +212.7% | +1,320.6% | +911.6% |
| All | +1,533.3% | +212.5% | +1,320.9% | +911.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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