+521.0%
LITE vs VIVK
-100.0%
+621.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -12.3% | +16.3% | +3.8% |
| 7D | -1.5% | -1.4% | -0.2% | -1.5% |
| 30D | +6.7% | -43.6% | +50.3% | +5.8% |
| 3M | -6.8% | -95.1% | +88.4% | -9.6% |
| 6M | +29.4% | -98.2% | +127.6% | +24.7% |
| YTD | +139.1% | -97.9% | +237.0% | +123.4% |
| 1Y | +521.0% | -100.0% | +621.0% | +463.4% |
| All | +521.0% | -100.0% | +621.0% | +463.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1y: compounded portfolio wealth divided by compounded VIVK 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…
1y analysis · Full analysis span regression · 6 months rolling