+3,068.2%
LITE vs IVZ
+15.0%
+3,053.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | -35.9% | -2.4% | -33.5% | -34.9% |
| 30D | -51.5% | -11.2% | -40.3% | -48.4% |
| 3M | -35.7% | -14.0% | -21.8% | -30.7% |
| 6M | -43.0% | +0.5% | -43.4% | -42.7% |
| YTD | +46.1% | +5.4% | +40.7% | +41.7% |
| 1Y | +124.7% | +19.5% | +105.3% | +106.8% |
| 3Y | +1,172.1% | +128.7% | +1,043.4% | +787.3% |
| 5Y | +477.0% | +28.8% | +448.3% | +389.0% |
| 10Y | +1,465.7% | +52.3% | +1,413.4% | +1,035.7% |
| All | +3,068.2% | +15.0% | +3,053.2% | +2,063.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling