+5,083.9%
LITE vs VRSK
+162.5%
+4,921.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.5% | +6.5% | +4.5% |
| 7D | -1.5% | -3.1% | +1.6% | -0.9% |
| 30D | +6.7% | -1.6% | +8.2% | +6.8% |
| 3M | -6.8% | +3.5% | -10.3% | -9.5% |
| 6M | +29.4% | -13.4% | +42.8% | +31.7% |
| YTD | +139.1% | -16.5% | +155.6% | +144.7% |
| 1Y | +521.0% | -30.6% | +551.6% | +577.2% |
| 3Y | +1,535.3% | -21.9% | +1,557.2% | +1,524.3% |
| 5Y | +889.8% | -6.3% | +896.1% | +771.0% |
| 10Y | +2,400.7% | +133.1% | +2,267.6% | +1,429.6% |
| All | +5,083.9% | +162.5% | +4,921.3% | +3,155.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling