+3,344.5%
LITE vs VRSK
+189.1%
+3,155.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.0% |
| 7D | -13.9% | +3.6% | -17.5% | -14.6% |
| 30D | -46.9% | +14.9% | -61.8% | -48.5% |
| 3M | -28.0% | +12.9% | -40.9% | -30.5% |
| 6M | -35.2% | +19.3% | -54.6% | -39.8% |
| YTD | +58.9% | -8.1% | +66.9% | +58.4% |
| 1Y | +125.3% | -3.2% | +128.5% | +119.7% |
| 3Y | +1,344.4% | -12.3% | +1,356.8% | +1,284.3% |
| 5Y | +541.2% | -1.2% | +542.3% | +463.7% |
| 10Y | +1,587.5% | +158.9% | +1,428.7% | +906.3% |
| All | +3,344.5% | +189.1% | +3,155.4% | +2,007.5% |
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