+446.1%
LITE vs VO
+33.1%
+412.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.5% | -15.2% | -13.0% |
| 7D | -44.6% | -3.3% | -41.2% | -40.9% |
| 30D | -55.0% | -1.8% | -53.2% | -53.1% |
| 3M | -38.3% | -3.4% | -34.9% | -33.9% |
| 6M | -48.8% | +3.0% | -51.8% | -49.8% |
| YTD | +38.3% | +10.7% | +27.6% | +22.1% |
| 1Y | +119.0% | +11.8% | +107.2% | +92.3% |
| 3Y | +1,092.0% | +60.4% | +1,031.6% | +612.8% |
| 5Y | +446.1% | +33.6% | +412.5% | +280.2% |
| All | +446.1% | +33.1% | +412.9% | +280.2% |
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