+291.0%
LYTS vs VT
+374.2%
-83.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +2.9% | +0.4% | +2.5% | +2.3% |
| 30D | -18.9% | +1.0% | -19.8% | -19.7% |
| 3M | -12.4% | +2.4% | -14.7% | -14.7% |
| 6M | -2.1% | +12.0% | -14.2% | -14.6% |
| YTD | +11.2% | +15.3% | -4.1% | -6.2% |
| 1Y | -12.1% | +22.6% | -34.7% | -31.0% |
| 3Y | +31.7% | +74.7% | -42.9% | -31.5% |
| 5Y | +173.2% | +66.1% | +107.1% | +45.5% |
| 10Y | +153.2% | +225.0% | -71.8% | -41.8% |
| All | +291.0% | +374.2% | -83.1% | -42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling