+1,493.1%
LITE vs VRSK
+162.8%
+1,330.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.7% | -5.2% | -4.6% |
| 7D | +10.8% | +1.6% | +9.2% | +10.5% |
| 30D | -33.4% | +15.1% | -48.5% | -35.6% |
| 3M | -32.2% | +12.1% | -44.3% | -34.5% |
| 6M | -42.1% | +29.4% | -71.5% | -47.8% |
| YTD | +61.9% | -6.4% | +68.2% | +61.0% |
| 1Y | +163.0% | -3.6% | +166.6% | +158.0% |
| 3Y | +1,358.0% | -10.9% | +1,368.9% | +1,282.4% |
| 5Y | +549.9% | -0.5% | +550.4% | +460.5% |
| All | +1,493.1% | +162.8% | +1,330.3% | +564.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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