+3,409.5%
LITE vs VTRS
-61.1%
+3,470.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.7% | -5.2% | -4.7% |
| 7D | +10.8% | +4.6% | +6.2% | +9.4% |
| 30D | -33.4% | +19.4% | -52.8% | -36.7% |
| 3M | -32.2% | +30.8% | -63.0% | -37.3% |
| 6M | -42.1% | +21.6% | -63.7% | -45.8% |
| YTD | +61.9% | +71.2% | -9.3% | +36.5% |
| 1Y | +163.0% | +97.6% | +65.4% | +112.9% |
| 3Y | +1,358.0% | +163.9% | +1,194.1% | +964.4% |
| 5Y | +549.9% | +82.1% | +467.8% | +412.5% |
| 10Y | +1,530.1% | -31.3% | +1,561.4% | +1,364.3% |
| All | +3,409.5% | -61.1% | +3,470.6% | +1,922.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling