-15.4%
LYTS vs VT
+11.9%
-27.3%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +2.0% |
| 7D | -10.1% | +2.4% | -12.5% | -13.0% |
| 30D | -23.0% | -1.5% | -21.5% | -20.7% |
| 3M | -37.6% | -4.1% | -33.5% | -33.5% |
| 6M | -34.8% | +0.6% | -35.4% | -34.1% |
| YTD | -15.0% | +11.0% | -26.1% | -22.1% |
| 1Y | -15.4% | +13.3% | -28.7% | -24.4% |
| All | -15.4% | +11.9% | -27.3% | -24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling