+1,081.8%
LITE vs VSXY
+42.7%
+1,039.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +3.9% | +7.2% | +10.1% |
| 7D | +12.6% | -6.8% | +19.4% | +14.3% |
| 30D | +9.9% | -20.4% | +30.3% | +15.4% |
| 3M | +9.3% | +2.9% | +6.4% | +7.4% |
| 6M | +75.2% | +67.9% | +7.3% | +50.2% |
| YTD | +165.5% | +44.9% | +120.6% | +134.3% |
| 1Y | +555.0% | +205.9% | +349.1% | +388.0% |
| 3Y | +1,870.5% | +373.9% | +1,496.6% | +1,210.4% |
| 5Y | +1,009.8% | +23.5% | +986.4% | +729.3% |
| All | +1,081.8% | +42.7% | +1,039.1% | +810.6% |
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