+462.2%
LITE vs VRSK
-32.3%
+494.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.7% |
| 7D | +5.2% | -5.2% | +10.4% | +0.6% |
| 30D | -0.6% | -2.3% | +1.7% | -1.3% |
| 3M | +4.2% | -2.9% | +7.1% | +4.8% |
| 6M | +38.0% | -12.8% | +50.8% | +29.8% |
| YTD | +151.5% | -20.8% | +172.3% | +111.5% |
| 1Y | +462.2% | -33.2% | +495.5% | +328.7% |
| All | +462.2% | -32.3% | +494.6% | +328.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling