+542.4%
LITE vs IVV
+72.9%
+469.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.1% |
| 7D | -13.9% | -0.6% | -13.3% | -11.9% |
| 30D | -46.9% | -3.7% | -43.3% | -41.9% |
| 3M | -28.0% | -2.7% | -25.3% | -22.6% |
| 6M | -35.2% | +2.2% | -37.5% | -35.2% |
| YTD | +58.9% | +10.9% | +48.0% | +38.9% |
| 1Y | +125.3% | +11.3% | +114.0% | +98.4% |
| 3Y | +1,344.4% | +76.9% | +1,267.5% | +621.8% |
| All | +542.4% | +72.9% | +469.4% | +239.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling