+2,259.5%
LITE vs VCLT
+14.8%
+2,244.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +3.9% |
| 7D | -1.5% | -0.5% | -1.0% | -1.2% |
| 30D | +6.7% | -0.9% | +7.5% | +7.2% |
| 3M | -6.8% | -3.2% | -3.5% | -4.7% |
| 6M | +29.4% | -3.8% | +33.3% | +33.2% |
| YTD | +139.1% | -2.0% | +141.1% | +142.8% |
| 1Y | +521.0% | -0.8% | +521.8% | +526.9% |
| 3Y | +1,535.3% | +12.3% | +1,523.0% | +1,430.0% |
| 5Y | +889.8% | -15.4% | +905.2% | +977.2% |
| All | +2,259.5% | +14.8% | +2,244.7% | +2,240.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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