+1,408.5%
LITE vs RVTY
+90.0%
+1,318.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.6% | +7.1% | +9.2% |
| 7D | -12.9% | +6.0% | -18.9% | -14.5% |
| 30D | -46.0% | +4.3% | -50.3% | -46.3% |
| 3M | -33.0% | +40.2% | -73.3% | -40.7% |
| 6M | -34.0% | +59.3% | -93.3% | -45.2% |
| YTD | +61.7% | +66.5% | -4.8% | +29.3% |
| 1Y | +148.3% | +77.5% | +70.8% | +92.1% |
| 3Y | +1,408.5% | +92.5% | +1,316.0% | +897.0% |
| All | +1,408.5% | +90.0% | +1,318.5% | +897.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling