+114.8%
LYTS vs VT
+217.6%
-102.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.8% | -4.7% |
| 7D | -24.4% | -0.1% | -24.2% | -23.8% |
| 30D | -22.9% | -3.1% | -19.8% | -19.8% |
| 3M | -35.5% | -3.5% | -32.0% | -32.6% |
| 6M | -35.0% | +0.5% | -35.4% | -34.7% |
| YTD | -12.4% | +10.8% | -23.2% | -20.5% |
| 1Y | -16.3% | +11.9% | -28.2% | -24.7% |
| 3Y | +34.1% | +73.0% | -38.9% | -20.2% |
| 5Y | +115.1% | +58.6% | +56.5% | +37.9% |
| 10Y | +114.8% | +219.2% | -104.4% | -31.1% |
| All | +114.8% | +217.6% | -102.8% | -31.1% |
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