+1,402.3%
LITE vs VFC
-46.8%
+1,449.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.5% | +5.6% |
| 7D | -35.9% | +11.2% | -47.1% | -38.5% |
| 30D | -51.5% | +41.5% | -93.0% | -57.4% |
| 3M | -35.7% | +38.9% | -74.7% | -43.3% |
| 6M | -43.0% | +6.1% | -49.1% | -45.8% |
| YTD | +46.1% | +14.5% | +31.6% | +33.8% |
| 1Y | +124.7% | +46.0% | +78.8% | +87.7% |
| 3Y | +1,172.1% | +36.4% | +1,135.7% | +888.8% |
| 5Y | +477.0% | -67.5% | +544.6% | +645.8% |
| All | +1,402.3% | -46.8% | +1,449.2% | +1,507.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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