+1,331.0%
LITE vs VRSK
-12.2%
+1,343.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -0.6% |
| 7D | -13.9% | +3.6% | -17.5% | -10.5% |
| 30D | -46.9% | +14.9% | -61.8% | -40.3% |
| 3M | -28.0% | +12.9% | -40.9% | -18.5% |
| 6M | -35.2% | +19.3% | -54.6% | -23.9% |
| YTD | +58.9% | -8.1% | +66.9% | +72.5% |
| 1Y | +125.3% | -3.2% | +128.5% | +148.8% |
| All | +1,331.0% | -12.2% | +1,343.3% | +1,426.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling