+901.5%
LITE vs DVA
+40.3%
+861.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.7% | +3.9% |
| 7D | -1.5% | +1.8% | -3.4% | -1.7% |
| 30D | +6.7% | -2.5% | +9.1% | +6.9% |
| 3M | -6.8% | -4.3% | -2.5% | -7.0% |
| 6M | +29.4% | +18.9% | +10.6% | +24.5% |
| YTD | +139.1% | +61.9% | +77.1% | +117.5% |
| 1Y | +521.0% | +35.7% | +485.3% | +481.2% |
| 3Y | +1,535.3% | +78.6% | +1,456.6% | +1,317.8% |
| All | +901.5% | +40.3% | +861.3% | +856.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling