+101.2%
LYTS vs VT
+221.8%
-120.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.9% |
| 7D | -10.1% | +2.4% | -12.5% | -12.4% |
| 30D | -23.0% | -1.5% | -21.5% | -21.4% |
| 3M | -37.6% | -4.1% | -33.5% | -34.4% |
| 6M | -34.8% | +0.6% | -35.4% | -34.6% |
| YTD | -15.0% | +11.0% | -26.1% | -23.0% |
| 1Y | -15.4% | +13.3% | -28.7% | -24.9% |
| 3Y | +30.5% | +73.4% | -42.9% | -22.6% |
| 5Y | +105.9% | +57.4% | +48.5% | +33.2% |
| All | +101.2% | +221.8% | -120.6% | -38.3% |
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