+1,172.1%
LITE vs RVMD
+793.5%
+378.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +8.2% | -2.6% | +3.6% |
| 7D | -35.9% | +0.5% | -36.4% | -35.7% |
| 30D | -51.5% | -4.3% | -47.2% | -50.8% |
| 3M | -35.7% | -2.8% | -32.9% | -35.2% |
| 6M | -43.0% | +27.3% | -70.2% | -46.0% |
| YTD | +46.1% | +141.4% | -95.3% | +9.5% |
| 1Y | +124.7% | +213.3% | -88.5% | +52.3% |
| 3Y | +1,172.1% | +792.7% | +379.4% | +402.2% |
| All | +1,172.1% | +793.5% | +378.6% | +402.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling