+1,344.4%
LITE vs VMC
+39.7%
+1,304.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.4% |
| 7D | -13.9% | +1.1% | -15.0% | -14.0% |
| 30D | -46.9% | +17.7% | -64.6% | -51.1% |
| 3M | -28.0% | +1.1% | -29.1% | -28.5% |
| 6M | -35.2% | +1.8% | -37.1% | -37.4% |
| YTD | +58.9% | +1.5% | +57.4% | +49.8% |
| 1Y | +125.3% | -1.1% | +126.5% | +118.4% |
| 3Y | +1,344.4% | +38.8% | +1,305.7% | +905.5% |
| All | +1,344.4% | +39.7% | +1,304.7% | +905.5% |
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