+514.2%
LITE vs DOCS
-19.4%
+533.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -4.3% | -14.4% | -18.1% |
| 7D | -44.6% | -1.3% | -43.2% | -44.4% |
| 30D | -55.0% | +19.4% | -74.4% | -56.0% |
| 3M | -38.3% | +53.4% | -91.7% | -42.3% |
| 6M | -48.8% | +28.8% | -77.5% | -51.4% |
| YTD | +38.3% | -25.1% | +63.4% | +41.6% |
| 1Y | +119.0% | -48.1% | +167.1% | +138.6% |
| 3Y | +1,092.0% | +51.4% | +1,040.6% | +975.0% |
| 5Y | +446.1% | -51.1% | +497.2% | +426.1% |
| All | +514.2% | -19.4% | +533.7% | +500.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 10y: compounded portfolio wealth divided by compounded DOCS 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…
10y analysis · Full analysis span regression · 6 months rolling