+2,405.2%
LITE vs VWO
+115.6%
+2,289.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -3.9% | -3.5% |
| 7D | +10.4% | -1.7% | +12.1% | +12.9% |
| 30D | +14.0% | -0.3% | +14.3% | +14.8% |
| 3M | +9.7% | +4.0% | +5.7% | +6.3% |
| 6M | +39.2% | +8.1% | +31.1% | +29.9% |
| YTD | +153.9% | +11.6% | +142.2% | +129.2% |
| 1Y | +467.5% | +16.2% | +451.3% | +395.8% |
| 3Y | +1,784.2% | +63.3% | +1,720.9% | +1,068.8% |
| 5Y | +990.3% | +33.4% | +957.0% | +734.1% |
| All | +2,405.2% | +115.6% | +2,289.6% | +1,049.8% |
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