+5,083.9%
LITE vs VIAV
+445.2%
+4,638.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.7% | +0.3% | +1.2% |
| 7D | -1.5% | -4.6% | +3.1% | +2.2% |
| 30D | +6.7% | -10.4% | +17.0% | +16.5% |
| 3M | -6.8% | -34.5% | +27.7% | +30.3% |
| 6M | +29.4% | +7.0% | +22.5% | +25.8% |
| YTD | +139.1% | +95.6% | +43.5% | +46.1% |
| 1Y | +521.0% | +197.2% | +323.8% | +171.2% |
| 3Y | +1,535.3% | +232.0% | +1,303.3% | +542.4% |
| 5Y | +889.8% | +102.2% | +787.6% | +448.5% |
| 10Y | +2,400.7% | +344.6% | +2,056.1% | +769.9% |
| All | +5,083.9% | +445.2% | +4,638.6% | +1,623.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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