+2,331.0%
LITE vs VUG
+410.6%
+1,920.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.6% |
| 7D | -1.5% | -0.1% | -1.4% | -1.5% |
| 30D | +6.7% | -0.3% | +7.0% | +7.1% |
| 3M | -6.8% | -0.7% | -6.1% | -4.6% |
| 6M | +29.4% | +14.6% | +14.8% | +10.7% |
| YTD | +139.1% | +9.0% | +130.1% | +117.3% |
| 1Y | +521.0% | +14.9% | +506.1% | +438.0% |
| 3Y | +1,535.3% | +86.0% | +1,449.2% | +756.2% |
| 5Y | +889.8% | +76.7% | +813.1% | +447.9% |
| All | +2,331.0% | +410.6% | +1,920.5% | +148.0% |
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