+490.8%
LITE vs VO
+32.6%
+458.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.9% |
| 7D | -35.9% | -2.6% | -33.4% | -32.7% |
| 30D | -51.5% | -0.9% | -50.6% | -50.2% |
| 3M | -35.7% | -3.0% | -32.7% | -31.5% |
| 6M | -43.0% | +2.2% | -45.2% | -43.4% |
| YTD | +46.1% | +10.6% | +35.6% | +29.3% |
| 1Y | +124.7% | +12.5% | +112.2% | +95.5% |
| 3Y | +1,172.1% | +61.4% | +1,110.7% | +655.5% |
| All | +490.8% | +32.6% | +458.2% | +319.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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