+1,568.0%
LITE vs DVA
+192.4%
+1,375.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.1% | +1.5% | -2.6% |
| 7D | +22.6% | -10.7% | +33.2% | +25.2% |
| 30D | -36.8% | -4.4% | -32.4% | -36.5% |
| 3M | -33.0% | -4.1% | -28.9% | -32.9% |
| 6M | -37.1% | -13.2% | -23.9% | -36.3% |
| YTD | +69.5% | +53.2% | +16.3% | +46.6% |
| 1Y | +146.1% | +40.8% | +105.3% | +117.2% |
| 3Y | +1,440.8% | +109.7% | +1,331.1% | +1,078.4% |
| 5Y | +580.4% | +64.5% | +515.9% | +433.9% |
| All | +1,568.0% | +192.4% | +1,375.6% | +900.1% |
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