+1,499.9%
LITE vs V
+457.4%
+1,042.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.0% |
| 7D | -13.9% | +0.8% | -14.7% | -14.2% |
| 30D | -46.9% | +9.9% | -56.9% | -50.4% |
| 3M | -28.0% | +17.5% | -45.5% | -36.1% |
| 6M | -35.2% | +33.5% | -68.7% | -48.4% |
| YTD | +58.9% | +21.6% | +37.3% | +33.8% |
| 1Y | +125.3% | +27.6% | +97.7% | +82.9% |
| 3Y | +1,344.4% | +76.4% | +1,268.0% | +811.7% |
| 5Y | +541.2% | +103.8% | +437.3% | +254.9% |
| All | +1,499.9% | +457.4% | +1,042.5% | +268.7% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 V 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