+1,358.0%
LITE vs ITOT
+77.6%
+1,280.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -3.5% |
| 7D | +10.8% | +2.5% | +8.3% | +4.7% |
| 30D | -33.4% | -1.7% | -31.7% | -28.4% |
| 3M | -32.2% | -3.4% | -28.9% | -23.8% |
| 6M | -42.1% | +2.1% | -44.2% | -42.2% |
| YTD | +61.9% | +11.5% | +50.4% | +31.1% |
| 1Y | +163.0% | +13.6% | +149.4% | +106.3% |
| 3Y | +1,358.0% | +77.2% | +1,280.8% | +322.7% |
| All | +1,358.0% | +77.6% | +1,280.4% | +322.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling