+2,502.5%
LITE vs VIVK
-100.0%
+2,602.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +7.7% | +3.4% | +11.1% |
| 7D | +12.6% | +13.1% | -0.4% | +12.7% |
| 30D | +9.9% | -29.7% | +39.6% | +9.8% |
| 3M | +9.3% | -93.0% | +102.3% | +8.6% |
| 6M | +75.2% | -98.0% | +173.2% | +73.7% |
| YTD | +165.5% | -97.8% | +263.2% | +162.5% |
| 1Y | +555.0% | -100.0% | +654.9% | +546.8% |
| 3Y | +1,870.5% | -100.0% | +1,970.4% | +1,843.9% |
| 5Y | +1,009.8% | -100.0% | +1,109.8% | +997.0% |
| 10Y | +2,502.5% | -100.0% | +2,602.5% | +2,612.6% |
| All | +2,502.5% | -100.0% | +2,602.5% | +2,612.6% |
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