+1,533.3%
LITE vs DOV
+361.0%
+1,172.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.5% | +6.2% | +7.2% |
| 7D | -12.9% | -1.4% | -11.5% | -11.2% |
| 30D | -46.0% | +12.8% | -58.8% | -50.6% |
| 3M | -33.0% | +1.1% | -34.2% | -33.4% |
| 6M | -34.0% | -2.6% | -31.4% | -32.9% |
| YTD | +61.7% | +9.9% | +51.8% | +50.0% |
| 1Y | +148.3% | +19.3% | +129.0% | +116.7% |
| 3Y | +1,408.5% | +68.4% | +1,340.1% | +981.1% |
| 5Y | +546.2% | +29.1% | +517.0% | +444.2% |
| 10Y | +1,533.3% | +340.2% | +1,193.2% | +758.8% |
| All | +1,533.3% | +361.0% | +1,172.4% | +758.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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