+3,406.8%
LITE vs VYM
+235.7%
+3,171.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.3% | +8.4% | +7.7% |
| 7D | -12.9% | -0.7% | -12.2% | -11.4% |
| 30D | -46.0% | +2.5% | -48.5% | -47.3% |
| 3M | -33.0% | -1.2% | -31.8% | -31.7% |
| 6M | -34.0% | +5.9% | -39.9% | -38.2% |
| YTD | +61.7% | +15.4% | +46.4% | +37.0% |
| 1Y | +148.3% | +18.8% | +129.4% | +104.5% |
| 3Y | +1,408.5% | +73.8% | +1,334.7% | +748.7% |
| 5Y | +546.2% | +70.5% | +475.7% | +274.8% |
| 10Y | +1,533.3% | +203.2% | +1,330.1% | +485.6% |
| All | +3,406.8% | +235.7% | +3,171.2% | +1,112.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling