+580.4%
LITE vs DOV
+29.5%
+550.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -2.3% |
| 7D | +22.6% | +3.4% | +19.1% | +19.1% |
| 30D | -36.8% | +8.8% | -45.6% | -41.3% |
| 3M | -33.0% | +0.9% | -34.0% | -33.3% |
| 6M | -37.1% | -2.8% | -34.2% | -35.8% |
| YTD | +69.5% | +8.1% | +61.4% | +55.7% |
| 1Y | +146.1% | +15.2% | +130.9% | +112.9% |
| 3Y | +1,440.8% | +64.5% | +1,376.3% | +945.5% |
| 5Y | +580.4% | +28.9% | +551.6% | +448.4% |
| All | +580.4% | +29.5% | +550.9% | +448.4% |
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