+5,083.9%
LITE vs VYM
+236.9%
+4,846.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.5% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | +6.7% | -0.5% | +7.2% | +7.3% |
| 3M | -6.8% | +3.0% | -9.8% | -10.2% |
| 6M | +29.4% | +8.2% | +21.2% | +18.0% |
| YTD | +139.1% | +15.8% | +123.3% | +100.3% |
| 1Y | +521.0% | +20.8% | +500.2% | +399.7% |
| 3Y | +1,535.3% | +65.3% | +1,470.0% | +867.2% |
| 5Y | +889.8% | +76.6% | +813.3% | +449.5% |
| 10Y | +2,400.7% | +203.9% | +2,196.8% | +786.7% |
| All | +5,083.9% | +236.9% | +4,846.9% | +1,672.4% |
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