+1,630.5%
LITE vs RVTY
+219.4%
+1,411.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.5% | +11.2% | +10.9% |
| 7D | +3.4% | -0.7% | +4.1% | +4.4% |
| 30D | -34.9% | +1.7% | -36.6% | -34.8% |
| 3M | -21.0% | +36.8% | -57.8% | -32.0% |
| 6M | -38.5% | +60.1% | -98.6% | -51.8% |
| YTD | +75.8% | +64.0% | +11.9% | +33.1% |
| 1Y | +156.7% | +68.2% | +88.5% | +91.6% |
| 3Y | +1,498.6% | +88.8% | +1,409.8% | +980.8% |
| 5Y | +610.9% | -10.5% | +621.4% | +605.5% |
| All | +1,630.5% | +219.4% | +1,411.1% | +549.7% |
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