+490.8%
LITE vs DOV
+25.3%
+465.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.0% | +5.1% |
| 7D | -35.9% | -1.9% | -34.1% | -34.9% |
| 30D | -51.5% | +8.3% | -59.8% | -55.0% |
| 3M | -35.7% | -3.1% | -32.7% | -33.7% |
| 6M | -43.0% | -9.8% | -33.2% | -37.5% |
| YTD | +46.1% | +5.2% | +40.9% | +37.5% |
| 1Y | +124.7% | +15.3% | +109.4% | +93.7% |
| 3Y | +1,172.1% | +58.8% | +1,113.3% | +789.3% |
| All | +490.8% | +25.3% | +465.6% | +387.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling