+1,533.3%
LITE vs VIVK
-100.0%
+1,633.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -23.6% | +34.2% | +10.7% |
| 7D | -12.9% | -44.2% | +31.3% | -12.9% |
| 30D | -46.0% | -90.0% | +44.0% | -46.2% |
| 3M | -33.0% | -98.0% | +65.0% | -33.8% |
| 6M | -34.0% | -99.9% | +65.9% | -35.4% |
| YTD | +61.7% | -99.9% | +161.7% | +58.2% |
| 1Y | +148.3% | -100.0% | +248.3% | +142.5% |
| 3Y | +1,408.5% | -100.0% | +1,508.5% | +1,374.6% |
| 5Y | +546.2% | -100.0% | +646.2% | +531.1% |
| 10Y | +1,533.3% | -100.0% | +1,633.3% | +1,548.4% |
| All | +1,533.3% | -100.0% | +1,633.3% | +1,548.4% |
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