+3,068.2%
LITE vs VTR
+95.0%
+2,973.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.7% |
| 7D | -35.9% | +4.7% | -40.6% | -36.7% |
| 30D | -51.5% | +10.9% | -62.4% | -52.9% |
| 3M | -35.7% | -3.2% | -32.5% | -35.6% |
| 6M | -43.0% | +3.7% | -46.6% | -44.3% |
| YTD | +46.1% | +16.8% | +29.3% | +38.4% |
| 1Y | +124.7% | +21.3% | +103.4% | +110.7% |
| 3Y | +1,172.1% | +119.0% | +1,053.0% | +908.3% |
| 5Y | +477.0% | +94.0% | +383.1% | +367.3% |
| 10Y | +1,465.7% | +112.3% | +1,353.4% | +994.7% |
| All | +3,068.2% | +95.0% | +2,973.2% | +2,060.2% |
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