+1,402.3%
LITE vs VMC
+159.8%
+1,242.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.6% | +6.1% |
| 7D | -35.9% | +0.5% | -36.5% | -36.2% |
| 30D | -51.5% | +15.8% | -67.3% | -54.8% |
| 3M | -35.7% | +0.6% | -36.3% | -36.5% |
| 6M | -43.0% | -4.0% | -38.9% | -43.2% |
| YTD | +46.1% | -0.3% | +46.4% | +41.7% |
| 1Y | +124.7% | -0.5% | +125.2% | +119.0% |
| 3Y | +1,172.1% | +39.6% | +1,132.5% | +968.5% |
| 5Y | +477.0% | +50.1% | +427.0% | +363.6% |
| All | +1,402.3% | +159.8% | +1,242.6% | +854.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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