+609.5%
LITE vs DOCN
-8.3%
+617.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -7.2% | -0.7% | -5.3% |
| 7D | -31.4% | -20.0% | -11.4% | -25.6% |
| 30D | -42.6% | -38.8% | -3.8% | -31.5% |
| 3M | -26.2% | -34.8% | +8.6% | -14.2% |
| 6M | -35.8% | -22.8% | -13.0% | -31.2% |
| YTD | +70.0% | +74.6% | -4.6% | +36.2% |
| 1Y | +232.7% | +116.4% | +116.3% | +151.5% |
| 3Y | +1,365.7% | +239.3% | +1,126.4% | +853.0% |
| 5Y | +609.5% | -20.2% | +629.7% | +414.4% |
| All | +609.5% | -8.3% | +617.8% | +414.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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