+1,148.5%
LITE vs DOCU
+111.8%
+1,036.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.2% | -8.0% | -7.9% |
| 7D | -31.4% | -3.7% | -27.7% | -30.8% |
| 30D | -42.6% | +15.0% | -57.5% | -44.6% |
| 3M | -26.2% | +39.9% | -66.1% | -32.8% |
| 6M | -35.8% | +66.2% | -101.9% | -45.1% |
| YTD | +70.0% | +17.7% | +52.3% | +56.9% |
| 1Y | +232.7% | +13.7% | +219.1% | +209.8% |
| 3Y | +1,365.7% | +95.9% | +1,269.8% | +1,054.6% |
| 5Y | +609.5% | -71.7% | +681.1% | +707.7% |
| All | +1,148.5% | +111.8% | +1,036.7% | +606.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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