+1,402.3%
LITE vs VUG
+391.5%
+1,010.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +4.4% |
| 7D | -35.9% | -3.4% | -32.5% | -32.0% |
| 30D | -51.5% | -11.1% | -40.4% | -41.9% |
| 3M | -35.7% | -7.2% | -28.5% | -27.1% |
| 6M | -43.0% | -4.1% | -38.8% | -37.2% |
| YTD | +46.1% | +1.4% | +44.7% | +50.0% |
| 1Y | +124.7% | +1.9% | +122.8% | +132.1% |
| 3Y | +1,172.1% | +77.7% | +1,094.3% | +630.3% |
| 5Y | +477.0% | +57.6% | +419.4% | +282.2% |
| All | +1,402.3% | +391.5% | +1,010.8% | +44.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling