+542.4%
LITE vs VMC
+50.0%
+492.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.4% |
| 7D | -13.9% | +1.1% | -15.0% | -14.2% |
| 30D | -46.9% | +17.7% | -64.6% | -51.6% |
| 3M | -28.0% | +1.1% | -29.1% | -29.0% |
| 6M | -35.2% | +1.8% | -37.1% | -37.7% |
| YTD | +58.9% | +1.5% | +57.4% | +50.5% |
| 1Y | +125.3% | -1.1% | +126.5% | +118.4% |
| 3Y | +1,344.4% | +38.8% | +1,305.7% | +1,013.5% |
| All | +542.4% | +50.0% | +492.3% | +354.1% |
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 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