-23.9%
LI vs VT
+118.3%
-142.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.2% | +4.9% | +4.8% |
| 7D | +13.6% | -2.3% | +15.9% | +16.8% |
| 30D | +14.0% | -5.0% | +19.0% | +21.8% |
| 3M | -1.3% | -4.9% | +3.6% | +5.0% |
| 6M | -29.3% | -1.5% | -27.7% | -28.9% |
| YTD | -26.0% | +8.5% | -34.5% | -35.7% |
| 1Y | -37.9% | +11.4% | -49.3% | -48.1% |
| 3Y | -68.2% | +70.1% | -138.3% | -86.5% |
| 5Y | -59.6% | +53.7% | -113.3% | -78.2% |
| All | -23.9% | +118.3% | -142.2% | -86.2% |
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