+1,402.3%
LITE vs RVTY
+206.3%
+1,196.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.8% | +2.8% | +4.3% |
| 7D | -35.9% | -1.2% | -34.7% | -35.1% |
| 30D | -51.5% | +1.0% | -52.6% | -51.3% |
| 3M | -35.7% | +35.8% | -71.6% | -44.5% |
| 6M | -43.0% | +56.7% | -99.7% | -55.0% |
| YTD | +46.1% | +60.7% | -14.6% | +11.8% |
| 1Y | +124.7% | +73.7% | +51.0% | +64.8% |
| 3Y | +1,172.1% | +82.8% | +1,089.3% | +775.8% |
| 5Y | +477.0% | -7.0% | +484.0% | +455.0% |
| All | +1,402.3% | +206.3% | +1,196.0% | +513.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling