+5,083.9%
LITE vs LVS
+5.2%
+5,078.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.1% |
| 7D | -1.5% | -1.5% | 0.0% | -1.1% |
| 30D | +6.7% | -3.2% | +9.9% | +7.5% |
| 3M | -6.8% | -12.0% | +5.2% | -3.3% |
| 6M | +29.4% | -19.9% | +49.3% | +38.9% |
| YTD | +139.1% | -30.6% | +169.7% | +168.8% |
| 1Y | +521.0% | -17.7% | +538.7% | +554.6% |
| 3Y | +1,535.3% | -14.2% | +1,549.5% | +1,553.4% |
| 5Y | +889.8% | +9.6% | +880.2% | +770.4% |
| 10Y | +2,400.7% | +5.7% | +2,395.1% | +2,114.8% |
| All | +5,083.9% | +5.2% | +5,078.6% | +3,576.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling