+490.8%
LITE vs RVTY
-7.4%
+498.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.8% | +2.8% | +4.5% |
| 7D | -35.9% | -1.2% | -34.7% | -35.2% |
| 30D | -51.5% | +1.0% | -52.6% | -51.3% |
| 3M | -35.7% | +35.8% | -71.6% | -42.5% |
| 6M | -43.0% | +56.7% | -99.7% | -52.4% |
| YTD | +46.1% | +60.7% | -14.6% | +19.0% |
| 1Y | +124.7% | +73.7% | +51.0% | +76.8% |
| 3Y | +1,172.1% | +82.8% | +1,089.3% | +868.3% |
| All | +490.8% | -7.4% | +498.3% | +476.2% |
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