+1,002.9%
LITE vs VRSK
-12.0%
+1,015.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -5.5% | +16.6% | +10.0% |
| 7D | +12.6% | -9.7% | +22.3% | +10.8% |
| 30D | +9.9% | -8.5% | +18.4% | +8.7% |
| 3M | +9.3% | -1.7% | +11.0% | +8.6% |
| 6M | +75.2% | -17.9% | +93.1% | +75.6% |
| YTD | +165.5% | -21.1% | +186.6% | +167.5% |
| 1Y | +555.0% | -35.1% | +590.1% | +590.4% |
| 3Y | +1,870.5% | -26.7% | +1,897.2% | +1,822.9% |
| All | +1,002.9% | -12.0% | +1,015.0% | +827.6% |
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