-29.0%
LI vs VT
+124.1%
-153.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -2.9% |
| 7D | -1.9% | +2.9% | -4.8% | -5.8% |
| 30D | -0.5% | -2.5% | +2.0% | +2.4% |
| 3M | -6.3% | -3.3% | -2.9% | -2.6% |
| 6M | -37.6% | +1.5% | -39.2% | -40.0% |
| YTD | -31.0% | +11.4% | -42.3% | -42.2% |
| 1Y | -41.6% | +11.9% | -53.5% | -51.5% |
| 3Y | -68.4% | +73.9% | -142.2% | -86.9% |
| 5Y | -61.5% | +57.9% | -119.4% | -80.0% |
| All | -29.0% | +124.1% | -153.1% | -87.6% |
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 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