+559.2%
LITE vs RVMD
+609.5%
-50.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.1% | +6.6% | +9.9% |
| 7D | -12.9% | +6.4% | -19.3% | -13.6% |
| 30D | -46.0% | +5.5% | -51.4% | -46.3% |
| 3M | -33.0% | -2.4% | -30.6% | -32.7% |
| 6M | -34.0% | +41.1% | -75.2% | -37.9% |
| YTD | +61.7% | +151.3% | -89.5% | +32.7% |
| 1Y | +148.3% | +228.1% | -79.8% | +93.9% |
| 3Y | +1,408.5% | +899.8% | +508.8% | +864.1% |
| 5Y | +546.2% | +514.0% | +32.2% | +309.4% |
| All | +559.2% | +609.5% | -50.3% | +253.9% |
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