+1,172.1%
LITE vs VMC
+38.8%
+1,133.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.6% | +6.1% |
| 7D | -35.9% | +0.5% | -36.5% | -36.1% |
| 30D | -51.5% | +15.8% | -67.3% | -55.1% |
| 3M | -35.7% | +0.6% | -36.3% | -36.2% |
| 6M | -43.0% | -4.0% | -38.9% | -42.7% |
| YTD | +46.1% | -0.3% | +46.4% | +38.8% |
| 1Y | +124.7% | -0.5% | +125.2% | +115.3% |
| 3Y | +1,172.1% | +39.6% | +1,132.5% | +772.1% |
| All | +1,172.1% | +38.8% | +1,133.3% | +772.1% |
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