+464.2%
LITE vs ROIV
+248.8%
+215.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -4.2% | -14.5% | -17.9% |
| 7D | -44.6% | -2.4% | -42.2% | -44.2% |
| 30D | -55.0% | +3.1% | -58.1% | -55.2% |
| 3M | -38.3% | +5.8% | -44.2% | -38.9% |
| 6M | -48.8% | +29.3% | -78.1% | -50.9% |
| YTD | +38.3% | +68.8% | -30.5% | +26.6% |
| 1Y | +119.0% | +81.0% | +38.0% | +98.1% |
| 3Y | +1,092.0% | +294.6% | +797.4% | +865.7% |
| 5Y | +446.1% | +373.1% | +72.9% | +302.0% |
| All | +464.2% | +248.8% | +215.4% | +347.1% |
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