+542.4%
LITE vs VRSK
-1.4%
+543.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -1.3% |
| 7D | -13.9% | +3.6% | -17.5% | -12.5% |
| 30D | -46.9% | +14.9% | -61.8% | -44.5% |
| 3M | -28.0% | +12.9% | -40.9% | -24.4% |
| 6M | -35.2% | +19.3% | -54.6% | -32.1% |
| YTD | +58.9% | -8.1% | +66.9% | +68.4% |
| 1Y | +125.3% | -3.2% | +128.5% | +137.1% |
| 3Y | +1,344.4% | -12.3% | +1,356.8% | +1,365.7% |
| All | +542.4% | -1.4% | +543.8% | +475.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling