+1,015.5%
LITE vs DOCN
+171.0%
+844.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.8% | +1.2% | +3.1% |
| 7D | -1.5% | +1.1% | -2.7% | -2.0% |
| 30D | +6.7% | -9.6% | +16.3% | +10.2% |
| 3M | -6.8% | -37.7% | +30.9% | +8.0% |
| 6M | +29.4% | +115.2% | -85.8% | -0.5% |
| YTD | +139.1% | +133.7% | +5.4% | +77.6% |
| 1Y | +521.0% | +250.2% | +270.8% | +313.7% |
| 3Y | +1,535.3% | +320.3% | +1,215.0% | +919.0% |
| 5Y | +889.8% | +53.1% | +836.7% | +559.3% |
| All | +1,015.5% | +171.0% | +844.5% | +572.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling