+146.1%
LITE vs RVMD
+175.3%
-29.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.4% | -1.2% | -3.3% |
| 7D | +22.6% | -0.7% | +23.3% | +22.5% |
| 30D | -36.8% | -6.4% | -30.4% | -35.9% |
| 3M | -33.0% | -14.1% | -18.9% | -31.6% |
| 6M | -37.1% | +21.0% | -58.1% | -36.9% |
| YTD | +69.5% | +121.4% | -51.9% | +58.9% |
| 1Y | +146.1% | +167.9% | -21.8% | +81.8% |
| All | +146.1% | +175.3% | -29.2% | +81.8% |
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