+1,533.3%
LITE vs LVS
-12.6%
+1,545.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.4% | +12.0% | +11.2% |
| 7D | -12.9% | +5.2% | -18.1% | -14.9% |
| 30D | -46.0% | +12.0% | -58.0% | -48.7% |
| 3M | -33.0% | -11.5% | -21.5% | -30.7% |
| 6M | -34.0% | -23.2% | -10.8% | -28.4% |
| YTD | +61.7% | -36.7% | +98.4% | +88.5% |
| 1Y | +148.3% | -36.8% | +185.1% | +190.3% |
| 3Y | +1,408.5% | -10.5% | +1,419.0% | +1,385.8% |
| 5Y | +546.2% | +5.1% | +541.1% | +463.3% |
| 10Y | +1,533.3% | -14.0% | +1,547.3% | +1,351.9% |
| All | +1,533.3% | -12.6% | +1,545.9% | +1,351.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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