+2,898.2%
LITE vs RVTY
+200.8%
+2,697.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -5.4% | -13.3% | -16.1% |
| 7D | -44.6% | -9.0% | -35.6% | -41.6% |
| 30D | -55.0% | -1.6% | -53.5% | -54.3% |
| 3M | -38.3% | +31.2% | -69.5% | -45.5% |
| 6M | -48.8% | +63.6% | -112.3% | -60.1% |
| YTD | +38.3% | +56.3% | -18.0% | +8.6% |
| 1Y | +119.0% | +63.3% | +55.7% | +67.9% |
| 3Y | +1,092.0% | +72.4% | +1,019.6% | +763.8% |
| 5Y | +446.1% | -9.6% | +455.7% | +431.4% |
| 10Y | +1,381.7% | +203.7% | +1,178.0% | +671.5% |
| All | +2,898.2% | +200.8% | +2,697.4% | +1,392.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling