+1,568.0%
LITE vs ITOT
+289.0%
+1,278.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -2.9% |
| 7D | +22.6% | +3.3% | +19.3% | +17.0% |
| 30D | -36.8% | -2.5% | -34.3% | -32.8% |
| 3M | -33.0% | -2.3% | -30.7% | -29.0% |
| 6M | -37.1% | +3.0% | -40.1% | -37.6% |
| YTD | +69.5% | +11.9% | +57.5% | +49.7% |
| 1Y | +146.1% | +12.0% | +134.1% | +120.0% |
| 3Y | +1,440.8% | +77.8% | +1,363.0% | +697.7% |
| 5Y | +580.4% | +65.0% | +515.4% | +293.1% |
| All | +1,568.0% | +289.0% | +1,278.9% | +124.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 10y: compounded portfolio wealth divided by compounded ITOT 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…
10y analysis · Full analysis span regression · 6 months rolling