+490.8%
LITE vs IGV
+12.2%
+478.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.8% |
| 7D | -35.9% | -5.2% | -30.7% | -32.5% |
| 30D | -51.5% | -10.0% | -41.5% | -46.6% |
| 3M | -35.7% | -0.5% | -35.2% | -35.9% |
| 6M | -43.0% | +12.6% | -55.6% | -49.8% |
| YTD | +46.1% | -6.4% | +52.5% | +49.0% |
| 1Y | +124.7% | -9.5% | +134.2% | +139.4% |
| 3Y | +1,172.1% | +41.7% | +1,130.4% | +886.5% |
| All | +490.8% | +12.2% | +478.6% | +394.4% |
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