+1,533.3%
LITE vs ITOT
+298.5%
+1,234.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.5% | +8.2% | +6.8% |
| 7D | -12.9% | +0.2% | -13.1% | -12.2% |
| 30D | -46.0% | -3.0% | -42.9% | -42.1% |
| 3M | -33.0% | -2.7% | -30.3% | -28.6% |
| 6M | -34.0% | +2.6% | -36.6% | -34.2% |
| YTD | +61.7% | +11.5% | +50.3% | +43.5% |
| 1Y | +148.3% | +13.5% | +134.8% | +117.6% |
| 3Y | +1,408.5% | +79.7% | +1,328.8% | +669.8% |
| 5Y | +546.2% | +64.2% | +482.0% | +275.3% |
| 10Y | +1,533.3% | +290.2% | +1,243.1% | +121.1% |
| All | +1,533.3% | +298.5% | +1,234.8% | +121.1% |
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