+1,563.7%
LITE vs VMC
+21.0%
+1,542.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +3.5% |
| 7D | -1.5% | -4.3% | +2.8% | +0.9% |
| 30D | +6.7% | -8.2% | +14.9% | +11.5% |
| 3M | -6.8% | -7.0% | +0.3% | -5.1% |
| 6M | +29.4% | -10.8% | +40.2% | +35.5% |
| YTD | +139.1% | -7.4% | +146.5% | +137.0% |
| 1Y | +521.0% | -9.5% | +530.5% | +526.5% |
| All | +1,563.7% | +21.0% | +1,542.7% | +1,215.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling