+124.7%
LITE vs VLTO
+18.3%
+106.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.5% | +5.2% | +6.2% |
| 7D | -35.9% | +5.4% | -41.3% | -31.1% |
| 30D | -51.5% | +22.3% | -73.8% | -38.1% |
| 3M | -35.7% | +19.6% | -55.3% | -19.2% |
| 6M | -43.0% | +35.2% | -78.1% | -18.7% |
| YTD | +46.1% | +17.9% | +28.3% | +93.0% |
| 1Y | +124.7% | +19.5% | +105.2% | +200.7% |
| All | +124.7% | +18.3% | +106.5% | +200.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling