+1,499.9%
LITE vs VIVK
-100.0%
+1,599.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -22.8% | +21.0% | -1.8% |
| 7D | -13.9% | -56.0% | +42.0% | -14.0% |
| 30D | -46.9% | -92.3% | +45.4% | -47.2% |
| 3M | -28.0% | -98.6% | +70.6% | -28.9% |
| 6M | -35.2% | -99.9% | +64.7% | -36.5% |
| YTD | +58.9% | -100.0% | +158.8% | +55.3% |
| 1Y | +125.3% | -100.0% | +225.3% | +120.0% |
| 3Y | +1,344.4% | -100.0% | +1,444.4% | +1,311.3% |
| 5Y | +541.2% | -100.0% | +641.2% | +526.1% |
| All | +1,499.9% | -100.0% | +1,599.9% | +1,543.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling