+490.8%
LITE vs LVS
+1.5%
+489.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.1% | +5.8% |
| 7D | -35.9% | +11.1% | -47.0% | -38.6% |
| 30D | -51.5% | +14.7% | -66.2% | -54.0% |
| 3M | -35.7% | -10.9% | -24.8% | -33.7% |
| 6M | -43.0% | -22.3% | -20.6% | -38.7% |
| YTD | +46.1% | -35.8% | +81.9% | +68.0% |
| 1Y | +124.7% | -33.5% | +158.2% | +155.3% |
| 3Y | +1,172.1% | -11.7% | +1,183.8% | +1,145.3% |
| All | +490.8% | +1.5% | +489.3% | +431.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling