+555.0%
LITE vs DVA
+31.4%
+523.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.1% | +13.2% | +10.7% |
| 7D | +12.6% | +2.2% | +10.4% | +12.9% |
| 30D | +9.9% | -2.0% | +11.9% | +9.7% |
| 3M | +9.3% | -6.3% | +15.5% | +8.6% |
| 6M | +75.2% | +19.4% | +55.8% | +78.0% |
| YTD | +165.5% | +58.5% | +107.0% | +169.5% |
| 1Y | +555.0% | +33.9% | +521.1% | +527.2% |
| All | +555.0% | +31.4% | +523.5% | +527.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling