+1,533.3%
LITE vs VSH
+128.2%
+1,405.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +13.4% | -2.8% | +2.1% |
| 7D | -12.9% | +3.5% | -16.4% | -14.2% |
| 30D | -46.0% | -22.4% | -23.6% | -35.6% |
| 3M | -33.0% | -25.2% | -7.8% | -18.3% |
| 6M | -34.0% | -22.5% | -11.5% | -24.3% |
| YTD | +61.7% | +84.2% | -22.5% | +8.9% |
| 1Y | +148.3% | +87.1% | +61.2% | +66.4% |
| 3Y | +1,408.5% | +31.7% | +1,376.8% | +1,079.5% |
| 5Y | +546.2% | +42.6% | +503.6% | +369.7% |
| 10Y | +1,533.3% | +116.6% | +1,416.7% | +635.8% |
| All | +1,533.3% | +128.2% | +1,405.1% | +635.8% |
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