+5,083.9%
LITE vs RVTY
+159.6%
+4,924.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.1% |
| 7D | -1.5% | +1.1% | -2.6% | -2.1% |
| 30D | +6.7% | +13.2% | -6.6% | +0.7% |
| 3M | -6.8% | +27.2% | -34.0% | -17.4% |
| 6M | +29.4% | +32.4% | -3.0% | +11.0% |
| YTD | +139.1% | +34.9% | +104.2% | +100.7% |
| 1Y | +521.0% | +52.4% | +468.6% | +389.6% |
| 3Y | +1,535.3% | +12.3% | +1,523.0% | +1,345.2% |
| 5Y | +889.8% | -30.8% | +920.7% | +1,002.1% |
| 10Y | +2,400.7% | +150.7% | +2,250.0% | +1,309.9% |
| All | +5,083.9% | +159.6% | +4,924.2% | +2,658.6% |
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