+1,358.0%
LITE vs VSXY
+455.0%
+903.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -6.0% | -4.9% |
| 7D | +10.8% | -1.7% | +12.5% | +11.4% |
| 30D | -33.4% | +20.1% | -53.6% | -37.0% |
| 3M | -32.2% | +16.6% | -48.8% | -36.0% |
| 6M | -42.1% | +134.9% | -177.0% | -57.5% |
| YTD | +61.9% | +96.0% | -34.1% | +24.2% |
| 1Y | +163.0% | +203.8% | -40.8% | +73.5% |
| 3Y | +1,358.0% | +465.3% | +892.7% | +662.9% |
| All | +1,358.0% | +455.0% | +903.0% | +662.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling