+609.5%
LITE vs VST
+571.1%
+38.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -13.8% | +6.0% | -0.6% |
| 7D | -31.4% | -15.7% | -15.7% | -24.9% |
| 30D | -42.6% | -17.0% | -25.6% | -36.5% |
| 3M | -26.2% | -15.9% | -10.3% | -18.7% |
| 6M | -35.8% | -25.0% | -10.8% | -25.0% |
| YTD | +70.0% | -25.1% | +95.1% | +96.4% |
| 1Y | +232.7% | -34.9% | +267.6% | +311.9% |
| 3Y | +1,365.7% | +252.7% | +1,113.1% | +937.7% |
| 5Y | +609.5% | +582.3% | +27.1% | +302.8% |
| All | +609.5% | +571.1% | +38.3% | +302.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling