-29.3%
LI vs VT
+123.5%
-152.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | 0.0% |
| 7D | -7.1% | +2.4% | -9.5% | -10.2% |
| 30D | +3.4% | -1.5% | +4.9% | +4.9% |
| 3M | -5.1% | -4.1% | -1.0% | -0.3% |
| 6M | -41.9% | +0.6% | -42.4% | -43.4% |
| YTD | -31.2% | +11.0% | -42.3% | -42.3% |
| 1Y | -41.6% | +13.3% | -54.9% | -52.4% |
| 3Y | -70.5% | +73.4% | -143.9% | -87.8% |
| 5Y | -61.7% | +57.4% | -119.1% | -80.0% |
| All | -29.3% | +123.5% | -152.8% | -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