Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • LITE vs VYM✓SelectedUSD · VYMLITE vs VYM performance historyLatest closeAs of+1.07%09/09
Stock and ETF performance explorer

LITE vs VYM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,614.7%
VYM return
+202.0%
Excess return
+2,412.7%
Maximum drawdown
-66.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioVYMExcessAlpha
1D+1.1%-0.5%+1.6%+1.8%
7D+13.6%-1.0%+14.6%+15.0%
30D+21.6%-2.0%+23.6%+24.8%
3M+20.3%+3.1%+17.3%+15.3%
6M+54.4%+8.9%+45.5%+38.2%
YTD+168.3%+14.7%+153.6%+124.6%
1Y+551.8%+19.4%+532.4%+424.2%
3Y+1,891.5%+65.4%+1,826.1%+1,032.1%
5Y+1,014.7%+77.6%+937.2%+487.3%
10Y+2,614.7%+207.8%+2,407.0%+576.8%
All+2,614.7%+202.0%+2,412.7%+576.8%

Cumulative growth

Daily Returns

Daily percentage return beside VYM.

Daily Out/Under-Performance

Portfolio return minus VYM return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × VYM 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 VYM 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