+5,083.9%
LITE vs VTR
+97.2%
+4,986.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.0% | +6.0% | +4.5% |
| 7D | -1.5% | -1.7% | +0.1% | -1.2% |
| 30D | +6.7% | -2.4% | +9.1% | +7.3% |
| 3M | -6.8% | +14.8% | -21.5% | -10.8% |
| 6M | +29.4% | +5.3% | +24.1% | +26.5% |
| YTD | +139.1% | +18.1% | +121.0% | +127.1% |
| 1Y | +521.0% | +36.7% | +484.3% | +466.6% |
| 3Y | +1,535.3% | +130.1% | +1,405.2% | +1,186.9% |
| 5Y | +889.8% | +89.5% | +800.3% | +709.7% |
| 10Y | +2,400.7% | +87.4% | +2,313.4% | +1,680.8% |
| All | +5,083.9% | +97.2% | +4,986.7% | +3,444.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling