+232.7%
LITE vs RVMD
+244.4%
-11.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.8% | -10.7% | -8.1% |
| 7D | -31.4% | +5.8% | -37.2% | -31.8% |
| 30D | -42.6% | -3.8% | -38.7% | -42.4% |
| 3M | -26.2% | +3.2% | -29.4% | -26.5% |
| 6M | -35.8% | +35.0% | -70.8% | -37.0% |
| YTD | +70.0% | +150.7% | -80.7% | +55.8% |
| 1Y | +232.7% | +241.0% | -8.2% | +88.6% |
| All | +232.7% | +244.4% | -11.6% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1y: compounded portfolio wealth divided by compounded RVMD 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…
1y analysis · Full analysis span regression · 6 months rolling