+562.5%
LITE vs IVZ
+36.0%
+526.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.4% | -6.8% | -6.0% |
| 7D | +10.8% | +7.6% | +3.2% | +5.8% |
| 30D | -33.4% | +4.3% | -37.8% | -34.7% |
| 3M | -32.2% | -9.3% | -22.9% | -27.5% |
| 6M | -42.1% | +5.2% | -47.3% | -43.6% |
| YTD | +61.9% | +13.4% | +48.4% | +47.2% |
| 1Y | +163.0% | +25.4% | +137.6% | +125.8% |
| 3Y | +1,358.0% | +152.5% | +1,205.5% | +734.8% |
| All | +562.5% | +36.0% | +526.5% | +390.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling