+1,402.3%
LITE vs LVS
-13.2%
+1,415.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.1% | +5.8% |
| 7D | -35.9% | +11.1% | -47.0% | -38.9% |
| 30D | -51.5% | +14.7% | -66.2% | -54.4% |
| 3M | -35.7% | -10.9% | -24.8% | -33.6% |
| 6M | -43.0% | -22.3% | -20.6% | -38.4% |
| YTD | +46.1% | -35.8% | +81.9% | +69.6% |
| 1Y | +124.7% | -33.5% | +158.2% | +157.5% |
| 3Y | +1,172.1% | -11.7% | +1,183.8% | +1,160.3% |
| 5Y | +477.0% | +2.6% | +474.4% | +408.8% |
| All | +1,402.3% | -13.2% | +1,415.6% | +1,170.2% |
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