+3,712.1%
LITE vs VYM
+240.4%
+3,471.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.9% | +9.7% | +9.5% |
| 7D | +3.4% | -0.2% | +3.6% | +4.7% |
| 30D | -34.9% | +3.6% | -38.5% | -37.3% |
| 3M | -21.0% | -0.1% | -20.9% | -20.4% |
| 6M | -38.5% | +7.1% | -45.6% | -43.2% |
| YTD | +75.8% | +17.0% | +58.8% | +46.4% |
| 1Y | +156.7% | +19.0% | +137.7% | +111.2% |
| 3Y | +1,498.6% | +74.4% | +1,424.1% | +794.1% |
| 5Y | +610.9% | +72.7% | +538.2% | +305.8% |
| 10Y | +1,670.7% | +206.6% | +1,464.0% | +525.0% |
| All | +3,712.1% | +240.4% | +3,471.8% | +1,195.8% |
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 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