+1,568.0%
LITE vs VTR
+132.2%
+1,435.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.8% | -3.4% |
| 7D | +22.6% | +0.7% | +21.9% | +22.4% |
| 30D | -36.8% | +6.9% | -43.7% | -38.1% |
| 3M | -33.0% | +1.3% | -34.3% | -33.6% |
| 6M | -37.1% | +2.5% | -39.5% | -38.4% |
| YTD | +69.5% | +18.0% | +51.5% | +59.7% |
| 1Y | +146.1% | +19.5% | +126.7% | +131.0% |
| 3Y | +1,440.8% | +130.2% | +1,310.6% | +1,086.9% |
| 5Y | +580.4% | +93.8% | +486.6% | +444.1% |
| All | +1,568.0% | +132.2% | +1,435.7% | +1,017.5% |
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