-91.3%
LICN vs VT
+80.1%
-171.4%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -40.2% | +2.6% | -42.8% | +15.2% |
| 7D | -49.7% | +0.4% | -50.0% | -90.8% |
| 30D | -68.0% | -2.6% | -65.4% | -98.1% |
| 3M | -74.8% | -3.2% | -71.6% | -99.1% |
| 6M | -95.6% | +0.9% | -96.5% | -99.9% |
| YTD | -89.2% | +11.3% | -100.5% | -99.9% |
| 1Y | -91.5% | +14.0% | -105.5% | -100.0% |
| 3Y | -78.7% | +75.8% | -154.5% | -100.0% |
| All | -91.3% | +80.1% | -171.4% | -100.0% |
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