+1,402.3%
LITE vs VSH
+95.6%
+1,306.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.7% | -0.1% | +2.0% |
| 7D | -35.9% | -12.9% | -23.0% | -29.2% |
| 30D | -51.5% | -36.9% | -14.7% | -34.2% |
| 3M | -35.7% | -28.8% | -7.0% | -18.9% |
| 6M | -43.0% | -30.3% | -12.7% | -29.9% |
| YTD | +46.1% | +62.4% | -16.2% | +6.7% |
| 1Y | +124.7% | +62.5% | +62.2% | +64.8% |
| 3Y | +1,172.1% | +7.4% | +1,164.7% | +1,030.5% |
| 5Y | +477.0% | +25.4% | +451.6% | +355.5% |
| All | +1,402.3% | +95.6% | +1,306.8% | +644.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling