+3,344.5%
LITE vs VNQ
+93.3%
+3,251.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.6% |
| 7D | -13.9% | +2.2% | -16.1% | -15.1% |
| 30D | -46.9% | +7.1% | -54.0% | -49.6% |
| 3M | -28.0% | +0.8% | -28.9% | -28.8% |
| 6M | -35.2% | +2.2% | -37.5% | -37.4% |
| YTD | +58.9% | +12.8% | +46.0% | +42.5% |
| 1Y | +125.3% | +11.7% | +113.6% | +103.8% |
| 3Y | +1,344.4% | +44.5% | +1,299.9% | +984.1% |
| 5Y | +541.2% | +7.6% | +533.5% | +489.8% |
| 10Y | +1,587.5% | +85.2% | +1,502.3% | +1,002.6% |
| All | +3,344.5% | +93.3% | +3,251.2% | +2,097.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling