+119.0%
LITE vs IVV
+9.8%
+109.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -4.4% | -14.3% | -5.1% |
| 7D | -44.6% | -4.8% | -39.8% | -34.5% |
| 30D | -55.0% | -5.9% | -49.1% | -44.4% |
| 3M | -38.3% | -4.5% | -33.8% | -27.0% |
| 6M | -48.8% | +1.8% | -50.6% | -48.6% |
| YTD | +38.3% | +8.4% | +29.9% | +15.2% |
| 1Y | +119.0% | +9.4% | +109.6% | +79.1% |
| All | +119.0% | +9.8% | +109.2% | +79.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling