+2,331.0%
LITE vs V
+390.9%
+1,940.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.6% |
| 7D | -1.5% | -1.7% | +0.2% | -0.4% |
| 30D | +6.7% | +2.0% | +4.7% | +4.7% |
| 3M | -6.8% | +17.4% | -24.1% | -18.3% |
| 6M | +29.4% | +17.5% | +11.9% | +12.4% |
| YTD | +139.1% | +7.6% | +131.5% | +119.7% |
| 1Y | +521.0% | +7.7% | +513.3% | +464.1% |
| 3Y | +1,535.3% | +54.7% | +1,480.6% | +1,032.3% |
| 5Y | +889.8% | +73.0% | +816.8% | +511.2% |
| All | +2,331.0% | +390.9% | +1,940.2% | +471.5% |
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