+2,259.5%
LITE vs IVZ
+65.9%
+2,193.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.5% |
| 7D | -1.5% | +0.6% | -2.2% | -1.9% |
| 30D | +6.7% | +4.0% | +2.7% | +4.5% |
| 3M | -6.8% | +18.2% | -24.9% | -13.7% |
| 6M | +29.4% | +32.8% | -3.4% | +13.3% |
| YTD | +139.1% | +28.7% | +110.3% | +108.9% |
| 1Y | +521.0% | +55.4% | +465.6% | +400.5% |
| 3Y | +1,535.3% | +135.2% | +1,400.1% | +990.1% |
| 5Y | +889.8% | +64.2% | +825.7% | +634.9% |
| All | +2,259.5% | +65.9% | +2,193.6% | +1,569.3% |
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