+1,568.0%
LITE vs VYM
+206.0%
+1,362.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.7% |
| 7D | +22.6% | +3.3% | +19.2% | +17.5% |
| 30D | -36.8% | +3.8% | -40.5% | -39.4% |
| 3M | -33.0% | -0.4% | -32.6% | -32.3% |
| 6M | -37.1% | +7.1% | -44.2% | -42.2% |
| YTD | +69.5% | +17.1% | +52.4% | +39.1% |
| 1Y | +146.1% | +18.4% | +127.7% | +100.9% |
| 3Y | +1,440.8% | +74.5% | +1,366.3% | +724.3% |
| 5Y | +580.4% | +72.5% | +507.9% | +272.0% |
| All | +1,568.0% | +206.0% | +1,362.0% | +338.0% |
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