+2,898.2%
LITE vs VMC
+233.1%
+2,665.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -4.1% | -14.6% | -17.0% |
| 7D | -44.6% | +1.9% | -46.4% | -45.1% |
| 30D | -55.0% | +14.7% | -69.8% | -57.7% |
| 3M | -38.3% | -0.3% | -38.1% | -38.7% |
| 6M | -48.8% | -1.7% | -47.1% | -49.5% |
| YTD | +38.3% | +0.7% | +37.6% | +34.0% |
| 1Y | +119.0% | +0.9% | +118.1% | +112.8% |
| 3Y | +1,092.0% | +40.5% | +1,051.5% | +915.2% |
| 5Y | +446.1% | +51.5% | +394.5% | +346.4% |
| 10Y | +1,381.7% | +166.5% | +1,215.1% | +852.3% |
| All | +2,898.2% | +233.1% | +2,665.1% | +1,828.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling