+1,103.8%
LITE vs V
+77.2%
+1,026.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.2% | -15.5% | -18.1% |
| 7D | -44.6% | +2.9% | -47.5% | -44.8% |
| 30D | -55.0% | +14.0% | -69.0% | -56.3% |
| 3M | -38.3% | +14.9% | -53.2% | -40.3% |
| 6M | -48.8% | +31.7% | -80.5% | -54.0% |
| YTD | +38.3% | +21.2% | +17.1% | +30.2% |
| 1Y | +119.0% | +25.3% | +93.7% | +101.3% |
| All | +1,103.8% | +77.2% | +1,026.6% | +579.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling