+562.5%
LITE vs VMC
+42.8%
+519.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.2% |
| 7D | +10.8% | -1.3% | +12.0% | +11.6% |
| 30D | -33.4% | +15.5% | -48.9% | -38.8% |
| 3M | -32.2% | +0.6% | -32.8% | -32.9% |
| 6M | -42.1% | +2.1% | -44.2% | -44.7% |
| YTD | +61.9% | -1.6% | +63.4% | +55.8% |
| 1Y | +163.0% | -1.2% | +164.2% | +152.9% |
| 3Y | +1,358.0% | +35.3% | +1,322.7% | +1,038.1% |
| All | +562.5% | +42.8% | +519.6% | +378.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling