+1,402.3%
LITE vs VCIT
+28.8%
+1,373.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.8% |
| 7D | -35.9% | +0.1% | -36.0% | -36.0% |
| 30D | -51.5% | +1.9% | -53.4% | -52.7% |
| 3M | -35.7% | -1.4% | -34.3% | -34.7% |
| 6M | -43.0% | -2.1% | -40.8% | -41.5% |
| YTD | +46.1% | -1.6% | +47.8% | +49.5% |
| 1Y | +124.7% | -0.9% | +125.6% | +128.1% |
| 3Y | +1,172.1% | +20.0% | +1,152.1% | +937.7% |
| 5Y | +477.0% | +3.1% | +473.9% | +456.3% |
| All | +1,402.3% | +28.8% | +1,373.5% | +1,298.9% |
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