+1,563.7%
LITE vs RVMD
+502.3%
+1,061.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.1% |
| 7D | -1.5% | +1.0% | -2.6% | -1.8% |
| 30D | +6.7% | +6.4% | +0.2% | +5.3% |
| 3M | -6.8% | +34.9% | -41.6% | -11.8% |
| 6M | +29.4% | +107.6% | -78.1% | +9.5% |
| YTD | +139.1% | +163.7% | -24.6% | +86.6% |
| 1Y | +521.0% | +439.2% | +81.8% | +300.9% |
| All | +1,563.7% | +502.3% | +1,061.4% | +842.0% |
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