+620.0%
LITE vs VSXY
+106.4%
+513.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.1% | +5.6% | +9.5% |
| 7D | -12.9% | +15.2% | -28.1% | -15.7% |
| 30D | -46.0% | +37.0% | -83.0% | -49.9% |
| 3M | -33.0% | +15.2% | -48.2% | -35.8% |
| 6M | -34.0% | +136.3% | -170.3% | -48.0% |
| YTD | +61.7% | +109.6% | -47.8% | +30.2% |
| 1Y | +148.3% | +223.7% | -75.4% | +80.0% |
| 3Y | +1,408.5% | +516.3% | +892.2% | +834.2% |
| 5Y | +546.2% | +125.1% | +421.0% | +346.5% |
| All | +620.0% | +106.4% | +513.6% | +406.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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