+901.5%
LITE vs DOC
-24.5%
+926.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.8% | +4.6% |
| 7D | -1.5% | -1.5% | -0.1% | -1.1% |
| 30D | +6.7% | -4.8% | +11.4% | +8.3% |
| 3M | -6.8% | +6.9% | -13.6% | -9.7% |
| 6M | +29.4% | +20.7% | +8.7% | +19.2% |
| YTD | +139.1% | +34.1% | +104.9% | +109.2% |
| 1Y | +521.0% | +22.6% | +498.4% | +464.7% |
| 3Y | +1,535.3% | +20.8% | +1,514.5% | +1,357.8% |
| All | +901.5% | -24.5% | +926.1% | +937.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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