+2,898.2%
LITE vs VFC
-60.2%
+2,958.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.9% | -15.8% | -17.7% |
| 7D | -44.6% | +10.9% | -55.4% | -46.6% |
| 30D | -55.0% | +40.6% | -95.7% | -60.2% |
| 3M | -38.3% | +34.4% | -72.8% | -44.8% |
| 6M | -48.8% | +12.3% | -61.0% | -52.3% |
| YTD | +38.3% | +14.4% | +23.9% | +27.1% |
| 1Y | +119.0% | +40.6% | +78.4% | +86.4% |
| 3Y | +1,092.0% | +40.1% | +1,051.9% | +829.4% |
| 5Y | +446.1% | -67.6% | +513.7% | +584.6% |
| 10Y | +1,381.7% | -45.9% | +1,427.6% | +1,509.7% |
| All | +2,898.2% | -60.2% | +2,958.5% | +2,882.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling