+2,898.2%
LITE vs DOV
+371.1%
+2,527.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -4.7% | -13.9% | -15.4% |
| 7D | -44.6% | -3.7% | -40.9% | -43.1% |
| 30D | -55.0% | +5.6% | -60.6% | -56.6% |
| 3M | -38.3% | -3.5% | -34.8% | -36.7% |
| 6M | -48.8% | -8.9% | -39.9% | -45.6% |
| YTD | +38.3% | +4.5% | +33.8% | +33.9% |
| 1Y | +119.0% | +13.9% | +105.1% | +100.3% |
| 3Y | +1,092.0% | +55.9% | +1,036.1% | +837.2% |
| 5Y | +446.1% | +25.8% | +420.3% | +380.6% |
| 10Y | +1,381.7% | +348.8% | +1,032.9% | +695.8% |
| All | +2,898.2% | +371.1% | +2,527.1% | +1,380.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling