+3,574.4%
LITE vs VCLT
+32.3%
+3,542.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -2.8% |
| 7D | +22.6% | -1.9% | +24.5% | +24.1% |
| 30D | -36.8% | +1.4% | -38.2% | -37.5% |
| 3M | -33.0% | -1.8% | -31.3% | -32.4% |
| 6M | -37.1% | -3.9% | -33.1% | -35.5% |
| YTD | +69.5% | -3.9% | +73.4% | +73.9% |
| 1Y | +146.1% | -4.7% | +150.8% | +154.4% |
| 3Y | +1,440.8% | +14.1% | +1,426.8% | +1,330.1% |
| 5Y | +580.4% | -16.6% | +597.1% | +644.4% |
| 10Y | +1,606.7% | +21.4% | +1,585.3% | +1,496.8% |
| All | +3,574.4% | +32.3% | +3,542.1% | +3,181.9% |
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