+1,321.8%
LITE vs VCIT
+29.0%
+1,292.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +0.2% | -18.9% | -18.9% |
| 7D | -44.6% | +0.5% | -45.0% | -44.9% |
| 30D | -55.0% | +2.1% | -57.1% | -56.2% |
| 3M | -38.3% | -1.6% | -36.7% | -37.2% |
| 6M | -48.8% | -1.6% | -47.2% | -47.8% |
| YTD | +38.3% | -1.5% | +39.8% | +41.2% |
| 1Y | +119.0% | -0.4% | +119.4% | +121.0% |
| 3Y | +1,092.0% | +19.6% | +1,072.4% | +876.0% |
| 5Y | +446.1% | +3.3% | +442.8% | +425.7% |
| All | +1,321.8% | +29.0% | +1,292.8% | +1,222.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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