+2,243.8%
LITE vs LVS
+1.9%
+2,241.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.1% |
| 7D | -1.5% | -1.5% | 0.0% | -1.0% |
| 30D | +6.7% | -3.2% | +9.9% | +7.6% |
| 3M | -6.8% | -12.0% | +5.2% | -3.0% |
| 6M | +29.4% | -19.9% | +49.3% | +39.8% |
| YTD | +139.1% | -30.6% | +169.7% | +171.6% |
| 1Y | +521.0% | -17.7% | +538.7% | +557.1% |
| 3Y | +1,535.3% | -14.2% | +1,549.5% | +1,551.6% |
| 5Y | +889.8% | +9.6% | +880.2% | +752.4% |
| All | +2,243.8% | +1.9% | +2,241.8% | +1,828.9% |
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