+5,083.9%
LITE vs DOC
+9.3%
+5,074.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.4% |
| 3M | -6.8% | +6.9% | -13.6% | -9.5% |
| 6M | +29.4% | +20.7% | +8.7% | +19.6% |
| YTD | +139.1% | +34.1% | +104.9% | +111.7% |
| 1Y | +521.0% | +22.6% | +498.4% | +467.8% |
| 3Y | +1,535.3% | +20.8% | +1,514.5% | +1,379.9% |
| 5Y | +889.8% | -24.9% | +914.7% | +941.9% |
| 10Y | +2,400.7% | -1.8% | +2,402.5% | +2,246.9% |
| All | +5,083.9% | +9.3% | +5,074.6% | +4,601.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling