+1,587.5%
LITE vs VUG
+390.7%
+1,196.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -0.8% |
| 7D | -13.9% | -1.2% | -12.7% | -11.4% |
| 30D | -46.9% | -8.9% | -38.1% | -38.4% |
| 3M | -28.0% | -5.9% | -22.1% | -19.8% |
| 6M | -35.2% | -3.3% | -31.9% | -29.4% |
| YTD | +58.9% | +3.4% | +55.4% | +59.2% |
| 1Y | +125.3% | +1.9% | +123.4% | +132.7% |
| 3Y | +1,344.4% | +76.9% | +1,267.5% | +732.1% |
| 5Y | +541.2% | +63.9% | +477.3% | +304.6% |
| 10Y | +1,587.5% | +396.2% | +1,191.3% | +68.0% |
| All | +1,587.5% | +390.7% | +1,196.9% | +68.0% |
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