+446.1%
LITE vs DOCN
-34.6%
+480.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -15.9% | -2.8% | -12.8% |
| 7D | -44.6% | -29.3% | -15.3% | -36.6% |
| 30D | -55.0% | -46.0% | -9.0% | -43.3% |
| 3M | -38.3% | -43.2% | +4.9% | -24.0% |
| 6M | -48.8% | -53.7% | +5.0% | -32.6% |
| YTD | +38.3% | +46.9% | -8.6% | +18.7% |
| 1Y | +119.0% | +54.3% | +64.7% | +85.9% |
| 3Y | +1,092.0% | +185.5% | +906.5% | +729.5% |
| 5Y | +446.1% | -31.1% | +477.2% | +325.2% |
| All | +446.1% | -34.6% | +480.6% | +325.2% |
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