+146.1%
LITE vs ITOT
+11.7%
+134.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -2.1% |
| 7D | +22.6% | +3.3% | +19.3% | +11.5% |
| 30D | -36.8% | -2.5% | -34.3% | -29.5% |
| 3M | -33.0% | -2.3% | -30.7% | -25.7% |
| 6M | -37.1% | +3.0% | -40.1% | -38.8% |
| YTD | +69.5% | +11.9% | +57.5% | +27.1% |
| 1Y | +146.1% | +12.0% | +134.1% | +90.3% |
| All | +146.1% | +11.7% | +134.4% | +90.3% |
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