+542.4%
LITE vs IGV
+14.8%
+527.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -0.9% |
| 7D | -13.9% | -2.3% | -11.6% | -11.7% |
| 30D | -46.9% | -11.0% | -36.0% | -41.1% |
| 3M | -28.0% | -4.5% | -23.6% | -25.6% |
| 6M | -35.2% | +10.1% | -45.3% | -41.5% |
| YTD | +58.9% | -5.1% | +63.9% | +60.4% |
| 1Y | +125.3% | -10.2% | +135.5% | +142.8% |
| 3Y | +1,344.4% | +37.7% | +1,306.7% | +1,042.8% |
| All | +542.4% | +14.8% | +527.5% | +427.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling