+446.1%
LITE vs VRT
+555.9%
-109.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -14.0% | -4.7% | -11.4% |
| 7D | -44.6% | -28.1% | -16.4% | -33.6% |
| 30D | -55.0% | -30.2% | -24.8% | -45.3% |
| 3M | -38.3% | -36.4% | -1.9% | -21.1% |
| 6M | -48.8% | -48.2% | -0.6% | -27.3% |
| YTD | +38.3% | +9.2% | +29.1% | +39.5% |
| 1Y | +119.0% | -7.2% | +126.2% | +139.1% |
| 3Y | +1,092.0% | +338.7% | +753.3% | +667.6% |
| 5Y | +446.1% | +542.8% | -96.8% | +169.3% |
| All | +446.1% | +555.9% | -109.8% | +169.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling