+550.5%
LITE vs VSXY
+96.5%
+454.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.0% | +5.3% |
| 7D | -35.9% | +11.8% | -47.8% | -37.7% |
| 30D | -51.5% | +25.9% | -77.5% | -54.2% |
| 3M | -35.7% | +15.5% | -51.3% | -38.5% |
| 6M | -43.0% | +109.7% | -152.7% | -53.8% |
| YTD | +46.1% | +99.5% | -53.3% | +18.9% |
| 1Y | +124.7% | +197.5% | -72.8% | +65.9% |
| 3Y | +1,172.1% | +453.3% | +718.8% | +701.9% |
| 5Y | +477.0% | +110.3% | +366.8% | +302.6% |
| All | +550.5% | +96.5% | +454.0% | +362.2% |
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