+1,321.8%
LITE vs VST
+996.4%
+325.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -6.2% | -12.5% | -16.0% |
| 7D | -44.6% | -19.9% | -24.7% | -38.7% |
| 30D | -55.0% | -29.7% | -25.4% | -47.2% |
| 3M | -38.3% | -19.6% | -18.7% | -31.5% |
| 6M | -48.8% | -29.4% | -19.4% | -39.8% |
| YTD | +38.3% | -29.7% | +68.0% | +61.3% |
| 1Y | +119.0% | -40.0% | +159.0% | +171.9% |
| 3Y | +1,092.0% | +231.0% | +861.0% | +816.0% |
| 5Y | +446.1% | +500.1% | -54.0% | +256.9% |
| All | +1,321.8% | +996.4% | +325.4% | +594.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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