+1,493.1%
LITE vs VMC
+125.2%
+1,367.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.2% |
| 7D | +10.8% | -1.3% | +12.0% | +11.5% |
| 30D | -33.4% | +15.5% | -48.9% | -37.9% |
| 3M | -32.2% | +0.6% | -32.8% | -32.9% |
| 6M | -42.1% | +2.1% | -44.2% | -44.1% |
| YTD | +61.9% | -1.6% | +63.4% | +57.9% |
| 1Y | +163.0% | -1.2% | +164.2% | +156.4% |
| 3Y | +1,358.0% | +35.3% | +1,322.7% | +1,137.3% |
| 5Y | +549.9% | +43.6% | +506.3% | +429.9% |
| All | +1,493.1% | +125.2% | +1,367.9% | +874.9% |
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