+232.7%
LITE vs IGV
-8.7%
+241.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.9% | -8.7% | -7.9% |
| 7D | -31.4% | -7.5% | -24.0% | -31.0% |
| 30D | -42.6% | -5.6% | -37.0% | -42.3% |
| 3M | -26.2% | +1.5% | -27.7% | -25.5% |
| 6M | -35.8% | +17.1% | -52.9% | -34.2% |
| YTD | +70.0% | -2.0% | +72.0% | +132.9% |
| 1Y | +232.7% | -7.5% | +240.3% | +436.1% |
| All | +232.7% | -8.7% | +241.4% | +436.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 IGV 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