+232.7%
LITE vs VUG
+4.9%
+227.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.5% | -9.4% | -11.1% |
| 7D | -31.4% | -3.0% | -28.4% | -26.7% |
| 30D | -42.6% | -6.4% | -36.2% | -33.2% |
| 3M | -26.2% | -3.2% | -23.0% | -19.5% |
| 6M | -35.8% | +3.1% | -38.9% | -37.1% |
| YTD | +70.0% | +6.3% | +63.8% | +64.1% |
| 1Y | +232.7% | +5.2% | +227.6% | +243.0% |
| All | +232.7% | +4.9% | +227.9% | +243.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 1y: compounded portfolio wealth divided by compounded VUG 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…
1y analysis · Full analysis span regression · 6 months rolling