+1,402.3%
LITE vs V
+455.6%
+946.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | -35.9% | +2.2% | -38.1% | -37.0% |
| 30D | -51.5% | +13.6% | -65.1% | -55.6% |
| 3M | -35.7% | +14.3% | -50.0% | -41.9% |
| 6M | -43.0% | +33.1% | -76.1% | -54.5% |
| YTD | +46.1% | +21.2% | +24.9% | +23.2% |
| 1Y | +124.7% | +26.4% | +98.3% | +83.5% |
| 3Y | +1,172.1% | +77.6% | +1,094.5% | +698.6% |
| 5Y | +477.0% | +102.6% | +374.4% | +219.8% |
| All | +1,402.3% | +455.6% | +946.8% | +244.3% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 10y: compounded portfolio wealth divided by compounded V 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…
10y analysis · Full analysis span regression · 6 months rolling