+3,068.2%
LITE vs VCLT
+34.1%
+3,034.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.7% | +5.7% |
| 7D | -35.9% | +0.3% | -36.2% | -36.0% |
| 30D | -51.5% | +3.7% | -55.2% | -52.7% |
| 3M | -35.7% | -1.0% | -34.8% | -35.4% |
| 6M | -43.0% | -3.4% | -39.6% | -41.7% |
| YTD | +46.1% | -2.6% | +48.7% | +48.7% |
| 1Y | +124.7% | -3.3% | +128.0% | +130.1% |
| 3Y | +1,172.1% | +17.3% | +1,154.7% | +1,061.8% |
| 5Y | +477.0% | -17.0% | +494.0% | +532.2% |
| 10Y | +1,465.7% | +18.1% | +1,447.5% | +1,371.0% |
| All | +3,068.2% | +34.1% | +3,034.1% | +2,705.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling