+3,574.4%
LITE vs VRSK
+192.3%
+3,382.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.6% |
| 7D | +22.6% | -2.4% | +25.0% | +22.9% |
| 30D | -36.8% | +16.8% | -53.6% | -38.8% |
| 3M | -33.0% | +14.7% | -47.7% | -35.4% |
| 6M | -37.1% | +24.7% | -61.8% | -42.1% |
| YTD | +69.5% | -7.0% | +76.5% | +68.8% |
| 1Y | +146.1% | -2.1% | +148.2% | +139.7% |
| 3Y | +1,440.8% | -11.4% | +1,452.2% | +1,374.7% |
| 5Y | +580.4% | -1.2% | +581.6% | +501.3% |
| 10Y | +1,606.7% | +161.7% | +1,444.9% | +916.4% |
| All | +3,574.4% | +192.3% | +3,382.1% | +2,145.2% |
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