+1,587.5%
LITE vs VWO
+102.8%
+1,484.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.5% |
| 7D | -13.9% | +2.1% | -16.0% | -15.4% |
| 30D | -46.9% | -5.5% | -41.5% | -42.2% |
| 3M | -28.0% | -6.2% | -21.8% | -20.6% |
| 6M | -35.2% | -6.4% | -28.8% | -27.1% |
| YTD | +58.9% | +5.4% | +53.5% | +56.5% |
| 1Y | +125.3% | +4.5% | +120.8% | +125.7% |
| 3Y | +1,344.4% | +56.1% | +1,288.3% | +860.8% |
| 5Y | +541.2% | +28.1% | +513.1% | +426.3% |
| 10Y | +1,587.5% | +107.3% | +1,480.2% | +734.0% |
| All | +1,587.5% | +102.8% | +1,484.7% | +734.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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