+5,083.9%
LITE vs IVV
+337.2%
+4,746.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.6% |
| 7D | -1.5% | +0.1% | -1.7% | -1.8% |
| 30D | +6.7% | +0.1% | +6.6% | +6.5% |
| 3M | -6.8% | +2.0% | -8.7% | -8.2% |
| 6M | +29.4% | +13.0% | +16.4% | +11.5% |
| YTD | +139.1% | +13.6% | +125.5% | +104.2% |
| 1Y | +521.0% | +20.1% | +500.9% | +401.2% |
| 3Y | +1,535.3% | +77.6% | +1,457.7% | +771.7% |
| 5Y | +889.8% | +82.5% | +807.4% | +415.4% |
| 10Y | +2,400.7% | +316.5% | +2,084.2% | +495.0% |
| All | +5,083.9% | +337.2% | +4,746.7% | +1,092.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling