+119.0%
LITE vs VST
-39.0%
+158.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -6.2% | -12.5% | -14.2% |
| 7D | -44.6% | -19.9% | -24.7% | -34.9% |
| 30D | -55.0% | -29.7% | -25.4% | -42.1% |
| 3M | -38.3% | -19.6% | -18.7% | -27.0% |
| 6M | -48.8% | -29.4% | -19.4% | -34.1% |
| YTD | +38.3% | -29.7% | +68.0% | +76.4% |
| 1Y | +119.0% | -40.0% | +159.0% | +243.6% |
| All | +119.0% | -39.0% | +158.0% | +243.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling