+490.8%
LITE vs VSXY
+110.3%
+380.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.0% | +5.3% |
| 7D | -35.9% | +11.8% | -47.8% | -37.9% |
| 30D | -51.5% | +25.9% | -77.5% | -54.5% |
| 3M | -35.7% | +15.5% | -51.3% | -38.8% |
| 6M | -43.0% | +109.7% | -152.7% | -54.8% |
| YTD | +46.1% | +99.5% | -53.3% | +16.4% |
| 1Y | +124.7% | +197.5% | -72.8% | +60.4% |
| 3Y | +1,172.1% | +453.3% | +718.8% | +653.2% |
| All | +490.8% | +110.3% | +380.5% | +311.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling