+3,068.2%
LITE vs VIVK
-100.0%
+3,168.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +34.1% | -28.4% | +5.6% |
| 7D | -35.9% | -42.9% | +7.0% | -35.9% |
| 30D | -51.5% | -88.6% | +37.1% | -51.6% |
| 3M | -35.7% | -97.7% | +62.0% | -36.1% |
| 6M | -43.0% | -99.9% | +56.9% | -43.5% |
| YTD | +46.1% | -99.9% | +146.0% | +44.4% |
| 1Y | +124.7% | -100.0% | +224.7% | +122.5% |
| 3Y | +1,172.1% | -100.0% | +1,272.1% | +1,160.0% |
| 5Y | +477.0% | -100.0% | +577.0% | +471.8% |
| 10Y | +1,465.7% | -100.0% | +1,565.7% | +1,476.1% |
| All | +3,068.2% | -100.0% | +3,168.2% | +3,079.3% |
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 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