+1,618.0%
LITE vs IVZ
+48.9%
+1,569.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +6.8% | +3.9% | +7.4% |
| 7D | -12.9% | +4.1% | -17.0% | -14.1% |
| 30D | -46.0% | -2.0% | -43.9% | -44.9% |
| 3M | -33.0% | -7.8% | -25.2% | -29.9% |
| 6M | -34.0% | +6.3% | -40.3% | -35.5% |
| YTD | +61.7% | +12.6% | +49.2% | +51.9% |
| 1Y | +148.3% | +27.6% | +120.6% | +120.9% |
| 3Y | +1,408.5% | +154.0% | +1,254.5% | +893.4% |
| 5Y | +546.2% | +37.3% | +508.9% | +427.5% |
| All | +1,618.0% | +48.9% | +1,569.1% | +1,191.5% |
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