+1,426.5%
LITE vs LVS
-11.5%
+1,438.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.4% | -2.8% |
| 7D | +22.6% | -3.9% | +26.4% | +24.1% |
| 30D | -36.8% | +7.1% | -43.8% | -38.9% |
| 3M | -33.0% | -13.2% | -19.8% | -29.9% |
| 6M | -37.1% | -22.8% | -14.2% | -31.2% |
| YTD | +69.5% | -38.0% | +107.5% | +104.1% |
| 1Y | +146.1% | -39.5% | +185.6% | +200.6% |
| All | +1,426.5% | -11.5% | +1,438.0% | +1,219.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling