+1,568.0%
LITE vs VUG
+402.9%
+1,165.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.3% |
| 7D | +22.6% | +4.4% | +18.2% | +16.2% |
| 30D | -36.8% | -7.3% | -29.4% | -28.1% |
| 3M | -33.0% | -4.2% | -28.8% | -27.0% |
| 6M | -37.1% | -1.6% | -35.5% | -32.8% |
| YTD | +69.5% | +4.9% | +64.6% | +66.9% |
| 1Y | +146.1% | +3.8% | +142.3% | +148.4% |
| 3Y | +1,440.8% | +79.4% | +1,361.4% | +772.0% |
| 5Y | +580.4% | +63.9% | +516.5% | +329.5% |
| All | +1,568.0% | +402.9% | +1,165.1% | +50.0% |
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 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