+2,898.2%
LITE vs VSH
+136.5%
+2,761.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -14.8% | -3.9% | -9.5% |
| 7D | -44.6% | -25.2% | -19.4% | -32.9% |
| 30D | -55.0% | -41.8% | -13.2% | -36.4% |
| 3M | -38.3% | -33.4% | -4.9% | -19.4% |
| 6M | -48.8% | -31.0% | -17.7% | -36.9% |
| YTD | +38.3% | +53.6% | -15.3% | +6.4% |
| 1Y | +119.0% | +46.3% | +72.7% | +73.7% |
| 3Y | +1,092.0% | -1.0% | +1,093.0% | +1,024.0% |
| 5Y | +446.1% | +18.6% | +427.4% | +355.4% |
| 10Y | +1,381.7% | +91.7% | +1,290.0% | +846.8% |
| All | +2,898.2% | +136.5% | +2,761.8% | +1,825.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling