+2,382.0%
LITE vs VNQ
+64.0%
+2,318.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.5% |
| 7D | +5.2% | -1.3% | +6.5% | +6.2% |
| 30D | -0.6% | -2.6% | +2.0% | +1.1% |
| 3M | +4.2% | -2.0% | +6.2% | +4.7% |
| 6M | +38.0% | +4.3% | +33.6% | +31.5% |
| YTD | +151.5% | +9.2% | +142.3% | +131.1% |
| 1Y | +462.2% | +5.6% | +456.6% | +429.9% |
| 3Y | +1,810.6% | +30.8% | +1,779.8% | +1,437.4% |
| 5Y | +980.2% | +8.0% | +972.2% | +892.4% |
| All | +2,382.0% | +64.0% | +2,318.0% | +1,628.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 10y: compounded portfolio wealth divided by compounded VNQ 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…
10y analysis · Full analysis span regression · 6 months rolling