+446.1%
LITE vs DOCU
-71.9%
+517.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.0% | -16.7% | -18.3% |
| 7D | -44.6% | -3.2% | -41.4% | -44.2% |
| 30D | -55.0% | +15.7% | -70.7% | -56.4% |
| 3M | -38.3% | +37.3% | -75.6% | -42.8% |
| 6M | -48.8% | +63.1% | -111.9% | -55.1% |
| YTD | +38.3% | +15.4% | +22.9% | +30.6% |
| 1Y | +119.0% | +11.3% | +107.7% | +108.7% |
| 3Y | +1,092.0% | +92.1% | +999.9% | +882.7% |
| 5Y | +446.1% | -70.5% | +516.6% | +412.6% |
| All | +446.1% | -71.9% | +517.9% | +412.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling