+3,068.2%
LITE vs ITOT
+298.7%
+2,769.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.3% | +5.1% |
| 7D | -35.9% | -2.7% | -33.3% | -32.7% |
| 30D | -51.5% | -5.2% | -46.4% | -46.6% |
| 3M | -35.7% | -4.4% | -31.4% | -30.1% |
| 6M | -43.0% | +0.4% | -43.4% | -41.3% |
| YTD | +46.1% | +8.8% | +37.3% | +35.2% |
| 1Y | +124.7% | +11.0% | +113.7% | +104.9% |
| 3Y | +1,172.1% | +74.4% | +1,097.6% | +608.4% |
| 5Y | +477.0% | +60.0% | +417.0% | +260.5% |
| 10Y | +1,465.7% | +296.0% | +1,169.6% | +306.2% |
| All | +3,068.2% | +298.7% | +2,769.4% | +702.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling