+3,712.1%
LITE vs DVA
+128.5%
+3,583.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.4% | +8.3% | +10.2% |
| 7D | +3.4% | -4.8% | +8.2% | +4.2% |
| 30D | -34.9% | +0.9% | -35.8% | -35.3% |
| 3M | -21.0% | +2.9% | -23.9% | -21.9% |
| 6M | -38.5% | -7.8% | -30.7% | -38.5% |
| YTD | +75.8% | +61.5% | +14.3% | +51.7% |
| 1Y | +156.7% | +50.1% | +106.6% | +125.1% |
| 3Y | +1,498.6% | +121.1% | +1,377.5% | +1,129.7% |
| 5Y | +610.9% | +72.9% | +538.0% | +460.9% |
| 10Y | +1,670.7% | +208.2% | +1,462.4% | +1,067.2% |
| All | +3,712.1% | +128.5% | +3,583.6% | +2,179.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling