+547.5%
LITE vs RVMD
+584.4%
-36.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.8% | -1.1% |
| 7D | -13.9% | -0.6% | -13.3% | -13.5% |
| 30D | -46.9% | +1.7% | -48.7% | -46.9% |
| 3M | -28.0% | -6.7% | -21.3% | -27.1% |
| 6M | -35.2% | +36.1% | -71.4% | -38.6% |
| YTD | +58.9% | +142.4% | -83.5% | +31.2% |
| 1Y | +125.3% | +207.8% | -82.4% | +78.0% |
| 3Y | +1,344.4% | +879.5% | +464.9% | +827.2% |
| 5Y | +541.2% | +509.0% | +32.1% | +307.0% |
| All | +547.5% | +584.4% | -36.9% | +249.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling