+129.4%
LITE vs DOV
+18.5%
+110.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.5% | +6.2% | +6.8% |
| 7D | -12.9% | -1.4% | -11.5% | -11.4% |
| 30D | -46.0% | +12.8% | -58.8% | -50.6% |
| 3M | -33.0% | +1.1% | -34.2% | -33.2% |
| 6M | -34.0% | -2.6% | -31.4% | -32.2% |
| YTD | +61.7% | +9.9% | +51.8% | +54.5% |
| All | +129.4% | +18.5% | +110.9% | +115.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling