+1,533.3%
LITE vs VTR
+119.4%
+1,413.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.8% | +9.9% | +10.5% |
| 7D | -12.9% | +3.2% | -16.1% | -13.6% |
| 30D | -46.0% | +9.1% | -55.0% | -47.4% |
| 3M | -33.0% | -3.6% | -29.5% | -32.8% |
| 6M | -34.0% | +3.8% | -37.8% | -35.7% |
| YTD | +61.7% | +17.8% | +44.0% | +52.4% |
| 1Y | +148.3% | +20.5% | +127.7% | +132.3% |
| 3Y | +1,408.5% | +132.4% | +1,276.1% | +1,056.0% |
| 5Y | +546.2% | +99.9% | +446.3% | +411.4% |
| 10Y | +1,533.3% | +124.3% | +1,409.0% | +971.3% |
| All | +1,533.3% | +119.4% | +1,413.9% | +971.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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