+3,068.2%
LITE vs IGV
+392.5%
+2,675.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.8% |
| 7D | -35.9% | -5.2% | -30.7% | -32.2% |
| 30D | -51.5% | -10.0% | -41.5% | -46.2% |
| 3M | -35.7% | -0.5% | -35.2% | -36.0% |
| 6M | -43.0% | +12.6% | -55.6% | -50.3% |
| YTD | +46.1% | -6.4% | +52.5% | +45.9% |
| 1Y | +124.7% | -9.5% | +134.2% | +134.0% |
| 3Y | +1,172.1% | +41.7% | +1,130.4% | +833.5% |
| 5Y | +477.0% | +12.7% | +464.4% | +408.9% |
| 10Y | +1,465.7% | +354.1% | +1,111.6% | +335.0% |
| All | +3,068.2% | +392.5% | +2,675.6% | +759.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling