+1,877.2%
LITE vs VT
+226.2%
+1,651.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.7% |
| 7D | -21.5% | -1.6% | -19.9% | -19.2% |
| 30D | -37.3% | -2.5% | -34.8% | -34.1% |
| 3M | -12.8% | -1.3% | -11.5% | -9.7% |
| 6M | -28.4% | +3.1% | -31.5% | -29.9% |
| YTD | +84.5% | +10.9% | +73.6% | +62.8% |
| 1Y | +240.8% | +12.1% | +228.7% | +200.4% |
| 3Y | +1,490.6% | +73.9% | +1,416.7% | +705.7% |
| 5Y | +683.5% | +58.0% | +625.5% | +359.3% |
| All | +1,877.2% | +226.2% | +1,651.0% | +255.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling