+1,870.5%
LITE vs VRSK
-26.9%
+1,897.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -5.5% | +16.6% | +8.0% |
| 7D | +12.6% | -9.7% | +22.3% | +7.1% |
| 30D | +9.9% | -8.5% | +18.4% | +5.8% |
| 3M | +9.3% | -1.7% | +11.0% | +10.0% |
| 6M | +75.2% | -17.9% | +93.1% | +68.8% |
| YTD | +165.5% | -21.1% | +186.6% | +154.6% |
| 1Y | +555.0% | -35.1% | +590.1% | +534.9% |
| 3Y | +1,870.5% | -26.7% | +1,897.2% | +1,661.4% |
| All | +1,870.5% | -26.9% | +1,897.4% | +1,661.4% |
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