+609.5%
LITE vs DOCS
-53.1%
+662.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +6.3% | -14.2% | -8.8% |
| 7D | -31.4% | +1.2% | -32.7% | -31.6% |
| 30D | -42.6% | +21.3% | -63.9% | -44.3% |
| 3M | -26.2% | +58.4% | -84.6% | -32.3% |
| 6M | -35.8% | +39.3% | -75.1% | -40.7% |
| YTD | +70.0% | -21.7% | +91.7% | +73.9% |
| 1Y | +232.7% | -47.3% | +280.1% | +268.7% |
| 3Y | +1,365.7% | +58.2% | +1,307.6% | +1,159.4% |
| 5Y | +609.5% | -52.3% | +661.8% | +567.7% |
| All | +609.5% | -53.1% | +662.6% | +567.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling