+682.7%
LITE vs VSXY
+99.7%
+582.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.8% | +11.5% | +10.9% |
| 7D | +3.4% | +0.8% | +2.6% | +3.4% |
| 30D | -34.9% | +24.0% | -58.9% | -38.1% |
| 3M | -21.0% | +16.7% | -37.7% | -24.5% |
| 6M | -38.5% | +138.6% | -177.1% | -51.6% |
| YTD | +75.8% | +102.8% | -27.0% | +42.6% |
| 1Y | +156.7% | +214.2% | -57.5% | +87.3% |
| 3Y | +1,498.6% | +461.4% | +1,037.2% | +905.2% |
| 5Y | +610.9% | +118.3% | +492.6% | +394.9% |
| All | +682.7% | +99.7% | +582.9% | +454.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling