+1,150.5%
LITE vs VLTO
+54.8%
+1,095.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.5% | +5.2% | +5.7% |
| 7D | -35.9% | +5.4% | -41.3% | -35.7% |
| 30D | -51.5% | +22.3% | -73.8% | -51.6% |
| 3M | -35.7% | +19.6% | -55.3% | -35.7% |
| 6M | -43.0% | +35.2% | -78.1% | -45.0% |
| YTD | +46.1% | +17.9% | +28.3% | +47.7% |
| 1Y | +124.7% | +19.5% | +105.2% | +124.4% |
| 3Y | +1,172.1% | +73.9% | +1,098.1% | +993.3% |
| All | +1,150.5% | +54.8% | +1,095.7% | +1,017.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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