+1,269.9%
LITE vs VIK
+233.3%
+1,036.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.4% | +11.0% | +10.9% |
| 7D | -12.9% | +0.1% | -13.0% | -12.8% |
| 30D | -46.0% | +6.8% | -52.8% | -48.0% |
| 3M | -33.0% | -17.6% | -15.4% | -24.0% |
| 6M | -34.0% | +5.4% | -39.5% | -37.5% |
| YTD | +61.7% | +22.1% | +39.7% | +34.1% |
| 1Y | +148.3% | +49.3% | +99.0% | +76.4% |
| All | +1,269.9% | +233.3% | +1,036.5% | +528.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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