+901.5%
LITE vs VEU
+56.2%
+845.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.1% |
| 7D | -1.5% | +1.1% | -2.7% | -3.3% |
| 30D | +6.7% | +2.2% | +4.5% | +3.6% |
| 3M | -6.8% | +3.0% | -9.7% | -9.1% |
| 6M | +29.4% | +10.9% | +18.6% | +13.9% |
| YTD | +139.1% | +18.2% | +120.9% | +90.6% |
| 1Y | +521.0% | +28.3% | +492.7% | +345.8% |
| 3Y | +1,535.3% | +74.6% | +1,460.7% | +713.0% |
| All | +901.5% | +56.2% | +845.3% | +466.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 5y: compounded portfolio wealth divided by compounded VEU 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…
5y analysis · Full analysis span regression · 6 months rolling