+1,408.5%
LITE vs VYM
+71.9%
+1,336.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.3% | +8.4% | +5.2% |
| 7D | -12.9% | -0.7% | -12.2% | -10.4% |
| 30D | -46.0% | +2.5% | -48.5% | -48.5% |
| 3M | -33.0% | -1.2% | -31.8% | -30.6% |
| 6M | -34.0% | +5.9% | -39.9% | -42.0% |
| YTD | +61.7% | +15.4% | +46.4% | +16.5% |
| 1Y | +148.3% | +18.8% | +129.4% | +69.1% |
| 3Y | +1,408.5% | +73.8% | +1,334.7% | +304.4% |
| All | +1,408.5% | +71.9% | +1,336.6% | +304.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling