+2,586.1%
LITE vs VTRS
-48.5%
+2,634.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.6% | +12.6% | +11.6% |
| 7D | +12.6% | -0.1% | +12.7% | +12.6% |
| 30D | +9.9% | +1.9% | +8.1% | +9.2% |
| 3M | +9.3% | +5.1% | +4.2% | +6.3% |
| 6M | +75.2% | +20.1% | +55.2% | +61.0% |
| YTD | +165.5% | +36.6% | +128.9% | +134.4% |
| 1Y | +555.0% | +64.1% | +490.9% | +440.6% |
| 3Y | +1,870.5% | +86.4% | +1,784.1% | +1,421.9% |
| 5Y | +1,009.8% | +40.9% | +968.9% | +810.7% |
| All | +2,586.1% | -48.5% | +2,634.6% | +2,673.9% |
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