+1,655.5%
LITE vs DOCU
+80.0%
+1,575.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.7% | +0.3% | +3.1% |
| 7D | -1.5% | +6.9% | -8.4% | -3.0% |
| 30D | +6.7% | +19.0% | -12.3% | +1.7% |
| 3M | -6.8% | +34.3% | -41.0% | -14.9% |
| 6M | +29.4% | +48.0% | -18.6% | +13.7% |
| YTD | +139.1% | 0.0% | +139.1% | +131.0% |
| 1Y | +521.0% | -10.3% | +531.3% | +514.0% |
| 3Y | +1,535.3% | +32.4% | +1,502.9% | +1,329.5% |
| 5Y | +889.8% | -77.9% | +967.8% | +1,108.7% |
| All | +1,655.5% | +80.0% | +1,575.5% | +940.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling