+1,103.8%
LITE vs VUG
+76.8%
+1,027.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -5.5% | -13.2% | -7.9% |
| 7D | -44.6% | -7.1% | -37.4% | -34.8% |
| 30D | -55.0% | -12.1% | -42.9% | -40.5% |
| 3M | -38.3% | -8.1% | -30.2% | -25.0% |
| 6M | -48.8% | -3.2% | -45.5% | -42.9% |
| YTD | +38.3% | +0.5% | +37.8% | +44.2% |
| 1Y | +119.0% | -0.7% | +119.7% | +136.7% |
| All | +1,103.8% | +76.8% | +1,027.0% | +426.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling