+1,103.8%
LITE vs VRT
+337.7%
+766.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -14.0% | -4.7% | -8.9% |
| 7D | -44.6% | -28.1% | -16.4% | -29.6% |
| 30D | -55.0% | -30.2% | -24.8% | -41.8% |
| 3M | -38.3% | -36.4% | -1.9% | -14.8% |
| 6M | -48.8% | -48.2% | -0.6% | -19.1% |
| YTD | +38.3% | +9.2% | +29.1% | +34.3% |
| 1Y | +119.0% | -7.2% | +126.2% | +137.5% |
| All | +1,103.8% | +337.7% | +766.1% | +463.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 3y: compounded portfolio wealth divided by compounded VRT 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…
3y analysis · Full analysis span regression · 6 months rolling