+546.2%
LITE vs VUG
+61.3%
+484.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.8% | +7.9% | +6.8% |
| 7D | -12.9% | +0.5% | -13.4% | -12.4% |
| 30D | -46.0% | -8.2% | -37.8% | -37.6% |
| 3M | -33.0% | -5.4% | -27.6% | -25.6% |
| 6M | -34.0% | -2.5% | -31.5% | -28.7% |
| YTD | +61.7% | +4.2% | +57.5% | +60.5% |
| 1Y | +148.3% | +5.0% | +143.3% | +146.9% |
| 3Y | +1,408.5% | +81.7% | +1,326.8% | +799.2% |
| 5Y | +546.2% | +62.5% | +483.7% | +323.5% |
| All | +546.2% | +61.3% | +484.9% | +323.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling