+1,630.5%
LITE vs VTRS
-29.8%
+1,660.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.0% | +9.7% | +10.3% |
| 7D | +3.4% | +9.6% | -6.2% | +0.4% |
| 30D | -34.9% | +20.1% | -55.0% | -38.8% |
| 3M | -21.0% | +30.3% | -51.4% | -27.9% |
| 6M | -38.5% | +26.3% | -64.8% | -43.9% |
| YTD | +75.8% | +73.1% | +2.7% | +43.1% |
| 1Y | +156.7% | +94.7% | +62.0% | +100.8% |
| 3Y | +1,498.6% | +159.7% | +1,338.9% | +1,000.7% |
| 5Y | +610.9% | +79.7% | +531.2% | +437.3% |
| All | +1,630.5% | -29.8% | +1,660.3% | +1,506.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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