+1,493.1%
LITE vs VIG
+262.6%
+1,230.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | +10.8% | +3.5% | +7.3% | +5.8% |
| 30D | -33.4% | +4.9% | -38.4% | -37.4% |
| 3M | -32.2% | +2.5% | -34.7% | -34.5% |
| 6M | -42.1% | +11.0% | -53.1% | -50.1% |
| YTD | +61.9% | +16.0% | +45.9% | +31.9% |
| 1Y | +163.0% | +17.5% | +145.4% | +111.8% |
| 3Y | +1,358.0% | +67.0% | +1,291.0% | +682.6% |
| 5Y | +549.9% | +64.8% | +485.1% | +257.8% |
| All | +1,493.1% | +262.6% | +1,230.5% | +175.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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