+562.5%
LITE vs RVMD
+425.4%
+137.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.3% | -2.2% | -4.1% |
| 7D | +10.8% | -10.4% | +21.2% | +13.0% |
| 30D | -33.4% | -11.0% | -22.5% | -31.8% |
| 3M | -32.2% | -14.7% | -17.5% | -30.2% |
| 6M | -42.1% | +14.9% | -57.0% | -43.5% |
| YTD | +61.9% | +116.3% | -54.4% | +35.7% |
| 1Y | +163.0% | +167.6% | -4.6% | +111.4% |
| 3Y | +1,358.0% | +776.8% | +581.2% | +850.8% |
| All | +562.5% | +425.4% | +137.0% | +306.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling