+1,587.5%
LITE vs VYM
+203.1%
+1,384.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.4% |
| 7D | -13.9% | +0.1% | -14.0% | -13.3% |
| 30D | -46.9% | +3.0% | -49.9% | -48.6% |
| 3M | -28.0% | -1.0% | -27.0% | -26.6% |
| 6M | -35.2% | +6.4% | -41.6% | -40.0% |
| YTD | +58.9% | +15.9% | +43.0% | +32.1% |
| 1Y | +125.3% | +18.7% | +106.6% | +83.0% |
| 3Y | +1,344.4% | +72.8% | +1,271.6% | +682.8% |
| 5Y | +541.2% | +71.2% | +469.9% | +254.0% |
| 10Y | +1,587.5% | +203.5% | +1,384.0% | +356.8% |
| All | +1,587.5% | +203.1% | +1,384.5% | +356.8% |
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