+154.5%
LYTS vs VT
+222.7%
-68.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.8% |
| 7D | -1.6% | -0.1% | -1.4% | -1.4% |
| 30D | -20.7% | -0.7% | -20.0% | -20.0% |
| 3M | -19.9% | +4.0% | -23.9% | -22.9% |
| 6M | +1.0% | +12.3% | -11.3% | -10.2% |
| YTD | +7.7% | +14.0% | -6.3% | -5.6% |
| 1Y | -12.9% | +20.3% | -33.2% | -27.6% |
| 3Y | +34.9% | +75.4% | -40.5% | -21.5% |
| 5Y | +167.0% | +66.0% | +101.1% | +62.2% |
| 10Y | +154.5% | +228.2% | -73.7% | -21.0% |
| All | +154.5% | +222.7% | -68.1% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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