+131.9%
LITE vs VIVK
-100.0%
+231.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -22.8% | +21.0% | -1.5% |
| 7D | -13.9% | -56.0% | +42.0% | -13.4% |
| 30D | -46.9% | -92.3% | +45.4% | -46.9% |
| 3M | -28.0% | -98.6% | +70.6% | -29.6% |
| 6M | -35.2% | -99.9% | +64.7% | -37.9% |
| YTD | +58.9% | -100.0% | +158.8% | +43.0% |
| All | +131.9% | -100.0% | +231.9% | +183.4% |
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