+163.0%
LITE vs ITOT
+12.1%
+150.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -3.3% |
| 7D | +10.8% | +2.5% | +8.3% | +3.4% |
| 30D | -33.4% | -1.7% | -31.7% | -27.6% |
| 3M | -32.2% | -3.4% | -28.9% | -22.3% |
| 6M | -42.1% | +2.1% | -44.2% | -42.0% |
| YTD | +61.9% | +11.5% | +50.4% | +24.7% |
| 1Y | +163.0% | +13.6% | +149.4% | +85.5% |
| All | +163.0% | +12.1% | +150.9% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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