+901.5%
LITE vs IGV
+22.6%
+879.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.2% | +6.2% | +5.7% |
| 7D | -1.5% | -4.5% | +3.0% | +1.8% |
| 30D | +6.7% | +3.2% | +3.4% | +2.6% |
| 3M | -6.8% | +4.5% | -11.3% | -11.4% |
| 6M | +29.4% | +22.1% | +7.3% | +4.6% |
| YTD | +139.1% | -1.0% | +140.1% | +131.7% |
| 1Y | +521.0% | -2.1% | +523.1% | +516.9% |
| 3Y | +1,535.3% | +44.6% | +1,490.7% | +1,140.5% |
| All | +901.5% | +22.6% | +879.0% | +670.9% |
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