+1,670.7%
LITE vs IVZ
+44.4%
+1,626.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.8% | +11.5% | +11.1% |
| 7D | +3.4% | -2.8% | +6.2% | +5.6% |
| 30D | -34.9% | -2.2% | -32.7% | -33.7% |
| 3M | -21.0% | -8.1% | -12.9% | -17.2% |
| 6M | -38.5% | +3.8% | -42.2% | -39.2% |
| YTD | +75.8% | +11.5% | +64.4% | +65.8% |
| 1Y | +156.7% | +23.7% | +133.0% | +131.7% |
| 3Y | +1,498.6% | +145.8% | +1,352.8% | +967.4% |
| 5Y | +610.9% | +36.1% | +574.8% | +482.7% |
| 10Y | +1,670.7% | +42.4% | +1,628.2% | +1,227.5% |
| All | +1,670.7% | +44.4% | +1,626.2% | +1,227.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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