+901.5%
LITE vs VRT
+900.3%
+1.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.4% | -0.4% | +1.8% |
| 7D | -1.5% | +9.1% | -10.7% | -5.8% |
| 30D | +6.7% | +0.9% | +5.7% | +6.6% |
| 3M | -6.8% | -13.4% | +6.6% | +0.3% |
| 6M | +29.4% | +11.7% | +17.8% | +25.8% |
| YTD | +139.1% | +73.2% | +65.9% | +88.8% |
| 1Y | +521.0% | +123.4% | +397.6% | +347.9% |
| 3Y | +1,535.3% | +606.2% | +929.1% | +721.3% |
| All | +901.5% | +900.3% | +1.3% | +292.7% |
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