+901.5%
LITE vs VSXY
+14.5%
+887.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.6% | +1.4% | +3.3% |
| 7D | -1.5% | -14.0% | +12.5% | +2.1% |
| 30D | +6.7% | -15.9% | +22.6% | +10.8% |
| 3M | -6.8% | +3.4% | -10.1% | -8.7% |
| 6M | +29.4% | +25.9% | +3.5% | +17.7% |
| YTD | +139.1% | +39.5% | +99.6% | +110.2% |
| 1Y | +521.0% | +194.4% | +326.6% | +352.1% |
| 3Y | +1,535.3% | +281.4% | +1,253.9% | +968.9% |
| All | +901.5% | +14.5% | +887.1% | +704.0% |
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