+901.5%
LITE vs RVTY
-30.5%
+932.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.1% |
| 7D | -1.5% | +1.1% | -2.6% | -1.9% |
| 30D | +6.7% | +13.2% | -6.6% | +1.9% |
| 3M | -6.8% | +27.2% | -34.0% | -15.3% |
| 6M | +29.4% | +32.4% | -3.0% | +14.5% |
| YTD | +139.1% | +34.9% | +104.2% | +107.7% |
| 1Y | +521.0% | +52.4% | +468.6% | +412.1% |
| 3Y | +1,535.3% | +12.3% | +1,523.0% | +1,391.2% |
| All | +901.5% | -30.5% | +932.1% | +947.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling