+1,103.8%
LITE vs VLTO
+68.7%
+1,035.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.4% | -18.3% | -18.7% |
| 7D | -44.6% | +12.0% | -56.6% | -44.0% |
| 30D | -55.0% | +20.8% | -75.9% | -54.6% |
| 3M | -38.3% | +20.1% | -58.4% | -37.7% |
| 6M | -48.8% | +32.6% | -81.4% | -49.5% |
| YTD | +38.3% | +17.3% | +21.0% | +41.9% |
| 1Y | +119.0% | +17.3% | +101.7% | +123.7% |
| All | +1,103.8% | +68.7% | +1,035.1% | +991.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling