+1,331.0%
LITE vs IVZ
+150.0%
+1,181.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.7% |
| 7D | -13.9% | +2.2% | -16.1% | -14.6% |
| 30D | -46.9% | -2.2% | -44.8% | -45.4% |
| 3M | -28.0% | -8.4% | -19.6% | -22.7% |
| 6M | -35.2% | +6.2% | -41.4% | -37.6% |
| YTD | +58.9% | +12.4% | +46.5% | +41.9% |
| 1Y | +125.3% | +26.0% | +99.3% | +85.2% |
| All | +1,331.0% | +150.0% | +1,181.1% | +507.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling