+2,502.5%
LITE vs VTR
+85.6%
+2,416.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.4% | +11.5% | +11.1% |
| 7D | +12.6% | -2.4% | +15.0% | +13.3% |
| 30D | +9.9% | -3.7% | +13.7% | +10.9% |
| 3M | +9.3% | +13.5% | -4.3% | +4.7% |
| 6M | +75.2% | +7.2% | +68.0% | +70.1% |
| YTD | +165.5% | +17.6% | +147.9% | +151.7% |
| 1Y | +555.0% | +35.4% | +519.6% | +495.9% |
| 3Y | +1,870.5% | +132.8% | +1,737.6% | +1,422.8% |
| 5Y | +1,009.8% | +88.7% | +921.2% | +797.6% |
| 10Y | +2,502.5% | +87.6% | +2,414.9% | +1,727.9% |
| All | +2,502.5% | +85.6% | +2,416.8% | +1,727.9% |
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