+1,172.1%
LITE vs VIVK
-100.0%
+1,272.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +34.1% | -28.4% | +5.3% |
| 7D | -35.9% | -42.9% | +7.0% | -35.9% |
| 30D | -51.5% | -88.6% | +37.1% | -51.7% |
| 3M | -35.7% | -97.7% | +62.0% | -36.8% |
| 6M | -43.0% | -99.9% | +56.9% | -44.5% |
| YTD | +46.1% | -99.9% | +146.0% | +39.0% |
| 1Y | +124.7% | -100.0% | +224.7% | +118.3% |
| 3Y | +1,172.1% | -100.0% | +1,272.1% | +1,068.3% |
| All | +1,172.1% | -100.0% | +1,272.1% | +1,068.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling