-30.1%
LILA vs VT
+215.5%
-245.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.3% |
| 7D | +5.6% | -2.3% | +7.9% | +8.3% |
| 30D | 0.0% | -5.0% | +5.0% | +6.1% |
| 3M | +2.4% | -4.9% | +7.3% | +8.5% |
| 6M | +60.9% | -1.5% | +62.5% | +60.5% |
| YTD | +77.5% | +8.5% | +69.0% | +54.1% |
| 1Y | +54.5% | +11.4% | +43.1% | +29.3% |
| 3Y | +93.7% | +70.1% | +23.7% | -11.8% |
| 5Y | -2.1% | +53.7% | -55.9% | -47.4% |
| All | -30.1% | +215.5% | -245.6% | -85.1% |
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