+495.5%
LITE vs RVMD
+581.6%
-86.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +8.2% | -2.6% | +4.2% |
| 7D | -35.9% | +0.5% | -36.4% | -35.8% |
| 30D | -51.5% | -4.3% | -47.2% | -51.0% |
| 3M | -35.7% | -2.8% | -32.9% | -35.4% |
| 6M | -43.0% | +27.3% | -70.2% | -45.3% |
| YTD | +46.1% | +141.4% | -95.3% | +20.7% |
| 1Y | +124.7% | +213.3% | -88.5% | +76.9% |
| 3Y | +1,172.1% | +792.7% | +379.4% | +728.0% |
| 5Y | +477.0% | +470.6% | +6.5% | +270.2% |
| All | +495.5% | +581.6% | -86.1% | +221.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling