+168.0%
LYTS vs VT
+66.2%
+101.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -2.8% |
| 7D | -0.3% | +1.0% | -1.3% | -1.1% |
| 30D | -22.1% | -0.2% | -21.8% | -21.8% |
| 3M | -16.3% | +4.5% | -20.9% | -19.4% |
| 6M | -0.9% | +14.1% | -14.9% | -11.6% |
| YTD | +7.6% | +14.8% | -7.2% | -4.4% |
| 1Y | -17.1% | +21.2% | -38.3% | -29.6% |
| 3Y | +34.7% | +76.6% | -41.8% | -10.2% |
| 5Y | +168.0% | +66.6% | +101.4% | +87.0% |
| All | +168.0% | +66.2% | +101.8% | +87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling