+496.2%
LITE vs ROIV
+270.3%
+225.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.2% | -0.5% | +4.5% |
| 7D | -35.9% | +5.3% | -41.3% | -36.4% |
| 30D | -51.5% | +11.9% | -63.4% | -52.4% |
| 3M | -35.7% | +10.7% | -46.4% | -36.8% |
| 6M | -43.0% | +34.9% | -77.9% | -45.8% |
| YTD | +46.1% | +79.2% | -33.0% | +32.3% |
| 1Y | +124.7% | +89.0% | +35.7% | +101.6% |
| 3Y | +1,172.1% | +337.3% | +834.7% | +915.6% |
| 5Y | +477.0% | +402.3% | +74.7% | +320.2% |
| All | +496.2% | +270.3% | +225.9% | +367.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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