+124.7%
LITE vs IVZ
+19.4%
+105.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | -35.9% | -2.4% | -33.5% | -34.2% |
| 30D | -51.5% | -11.2% | -40.3% | -47.1% |
| 3M | -35.7% | -14.0% | -21.8% | -28.7% |
| 6M | -43.0% | +0.5% | -43.4% | -41.6% |
| YTD | +46.1% | +5.4% | +40.7% | +26.4% |
| 1Y | +124.7% | +19.5% | +105.3% | +66.6% |
| All | +124.7% | +19.4% | +105.4% | +66.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling