+821.3%
LITE vs VG
-39.3%
+860.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.1% |
| 7D | -1.5% | +1.7% | -3.2% | -1.9% |
| 30D | +6.7% | +16.0% | -9.4% | +3.4% |
| 3M | -6.8% | +9.7% | -16.5% | -9.0% |
| 6M | +29.4% | +29.6% | -0.1% | +15.9% |
| YTD | +139.1% | +112.0% | +27.1% | +80.2% |
| 1Y | +521.0% | +12.8% | +508.2% | +463.2% |
| All | +821.3% | -39.3% | +860.7% | +950.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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