+3,068.2%
LITE vs DVA
+138.3%
+2,929.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.4% | +6.0% |
| 7D | -35.9% | +2.1% | -38.0% | -36.3% |
| 30D | -51.5% | +8.2% | -59.8% | -52.4% |
| 3M | -35.7% | +5.9% | -41.6% | -36.8% |
| 6M | -43.0% | -1.3% | -41.7% | -43.7% |
| YTD | +46.1% | +68.4% | -22.3% | +25.1% |
| 1Y | +124.7% | +57.5% | +67.3% | +95.2% |
| 3Y | +1,172.1% | +142.3% | +1,029.8% | +858.4% |
| 5Y | +477.0% | +75.0% | +402.0% | +356.2% |
| 10Y | +1,465.7% | +226.4% | +1,239.3% | +924.2% |
| All | +3,068.2% | +138.3% | +2,929.9% | +1,780.6% |
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 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