+1,499.9%
LITE vs VEEV
+678.3%
+821.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -13.9% | +0.8% | -14.7% | -14.2% |
| 30D | -46.9% | +3.2% | -50.1% | -47.5% |
| 3M | -28.0% | +30.2% | -58.2% | -34.9% |
| 6M | -35.2% | +83.7% | -118.9% | -49.7% |
| YTD | +58.9% | +36.9% | +22.0% | +36.0% |
| 1Y | +125.3% | +3.3% | +122.0% | +115.4% |
| 3Y | +1,344.4% | +85.1% | +1,259.3% | +929.0% |
| 5Y | +541.2% | -2.6% | +543.8% | +480.9% |
| All | +1,499.9% | +678.3% | +821.6% | +311.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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