+1,321.8%
LITE vs IVV
+308.4%
+1,013.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -4.4% | -14.3% | -11.8% |
| 7D | -44.6% | -4.8% | -39.8% | -39.5% |
| 30D | -55.0% | -5.9% | -49.1% | -49.7% |
| 3M | -38.3% | -4.5% | -33.8% | -32.6% |
| 6M | -48.8% | +1.8% | -50.6% | -48.5% |
| YTD | +38.3% | +8.4% | +29.9% | +27.8% |
| 1Y | +119.0% | +9.4% | +109.6% | +102.2% |
| 3Y | +1,092.0% | +75.3% | +1,016.7% | +533.3% |
| 5Y | +446.1% | +67.8% | +378.3% | +210.2% |
| All | +1,321.8% | +308.4% | +1,013.4% | +103.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 10y: compounded portfolio wealth divided by compounded IVV 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…
10y analysis · Full analysis span regression · 6 months rolling