+446.1%
LITE vs V
+107.1%
+339.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.2% | -15.5% | -17.5% |
| 7D | -44.6% | +2.9% | -47.5% | -45.2% |
| 30D | -55.0% | +14.0% | -69.0% | -57.5% |
| 3M | -38.3% | +14.9% | -53.2% | -42.2% |
| 6M | -48.8% | +31.7% | -80.5% | -55.9% |
| YTD | +38.3% | +21.2% | +17.1% | +23.9% |
| 1Y | +119.0% | +25.3% | +93.7% | +92.0% |
| 3Y | +1,092.0% | +77.5% | +1,014.5% | +734.7% |
| 5Y | +446.1% | +102.6% | +343.5% | +249.4% |
| All | +446.1% | +107.1% | +339.0% | +249.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling