-27.6%
LI vs VT
+117.8%
-145.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.1% | +7.0% | +8.5% |
| 7D | +7.0% | -4.2% | +11.2% | +12.9% |
| 30D | +9.5% | -5.8% | +15.3% | +18.3% |
| 3M | -6.9% | -5.2% | -1.7% | -0.5% |
| 6M | -33.0% | +0.1% | -33.1% | -34.3% |
| YTD | -29.6% | +8.2% | -37.8% | -38.7% |
| 1Y | -40.6% | +10.1% | -50.7% | -49.6% |
| 3Y | -67.2% | +69.7% | -136.9% | -86.0% |
| 5Y | -61.5% | +53.4% | -114.9% | -79.2% |
| All | -27.6% | +117.8% | -145.4% | -86.8% |
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