+490.8%
LITE vs VTV
+72.7%
+418.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +6.3% |
| 7D | -35.9% | -2.2% | -33.7% | -33.1% |
| 30D | -51.5% | +2.2% | -53.7% | -53.1% |
| 3M | -35.7% | +0.3% | -36.0% | -36.1% |
| 6M | -43.0% | +8.3% | -51.2% | -49.9% |
| YTD | +46.1% | +18.5% | +27.6% | +10.9% |
| 1Y | +124.7% | +23.0% | +101.7% | +61.3% |
| 3Y | +1,172.1% | +72.6% | +1,099.4% | +494.0% |
| All | +490.8% | +72.7% | +418.1% | +181.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 5y: compounded portfolio wealth divided by compounded VTV 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…
5y analysis · Full analysis span regression · 6 months rolling