-57.9%
LI vs VT
+57.5%
-115.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.8% |
| 7D | +11.5% | -0.1% | +11.7% | +11.1% |
| 30D | +8.2% | -3.1% | +11.3% | +12.1% |
| 3M | -2.7% | -3.5% | +0.8% | +1.1% |
| 6M | -30.6% | +0.5% | -31.1% | -32.2% |
| YTD | -26.2% | +10.8% | -37.0% | -37.3% |
| 1Y | -38.1% | +11.9% | -50.0% | -48.2% |
| 3Y | -66.2% | +73.0% | -139.2% | -85.5% |
| 5Y | -57.9% | +58.6% | -116.5% | -77.3% |
| All | -57.9% | +57.5% | -115.4% | -77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling