+163.0%
LITE vs VUG
+3.5%
+159.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -2.4% |
| 7D | +10.8% | +2.5% | +8.3% | +5.6% |
| 30D | -33.4% | -6.3% | -27.2% | -21.4% |
| 3M | -32.2% | -6.0% | -26.2% | -19.8% |
| 6M | -42.1% | -3.5% | -38.6% | -34.0% |
| YTD | +61.9% | +3.9% | +57.9% | +67.8% |
| 1Y | +163.0% | +5.1% | +157.9% | +164.7% |
| All | +163.0% | +3.5% | +159.5% | +164.7% |
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