+609.5%
LITE vs DOC
-22.8%
+632.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.1% | -11.0% | -8.7% |
| 7D | -31.4% | +8.7% | -40.2% | -33.2% |
| 30D | -42.6% | +7.6% | -50.2% | -44.1% |
| 3M | -26.2% | -5.3% | -21.0% | -25.2% |
| 6M | -35.8% | +27.6% | -63.4% | -42.7% |
| YTD | +70.0% | +32.4% | +37.6% | +48.6% |
| 1Y | +232.7% | +22.9% | +209.9% | +201.1% |
| 3Y | +1,365.7% | +43.1% | +1,322.6% | +1,096.2% |
| 5Y | +609.5% | -21.4% | +630.9% | +643.9% |
| All | +609.5% | -22.8% | +632.3% | +643.9% |
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