+5,083.9%
LITE vs VIVK
-100.0%
+5,183.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -12.3% | +16.3% | +4.0% |
| 7D | -1.5% | -1.4% | -0.2% | -1.5% |
| 30D | +6.7% | -43.6% | +50.3% | +6.5% |
| 3M | -6.8% | -95.1% | +88.4% | -7.1% |
| 6M | +29.4% | -98.2% | +127.6% | +28.9% |
| YTD | +139.1% | -97.9% | +237.0% | +137.3% |
| 1Y | +521.0% | -100.0% | +621.0% | +518.3% |
| 3Y | +1,535.3% | -100.0% | +1,635.3% | +1,525.7% |
| 5Y | +889.8% | -100.0% | +989.8% | +885.4% |
| 10Y | +2,400.7% | -100.0% | +2,500.7% | +2,425.7% |
| All | +5,083.9% | -100.0% | +5,183.9% | +5,125.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling