-22.4%
LILA vs VT
+217.6%
-240.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.5% | +8.5% | +8.7% |
| 7D | +15.0% | -0.1% | +15.1% | +14.7% |
| 30D | +24.0% | -3.1% | +27.0% | +28.3% |
| 3M | +18.0% | -3.5% | +21.5% | +22.7% |
| 6M | +93.7% | +0.5% | +93.2% | +88.2% |
| YTD | +100.0% | +10.8% | +89.2% | +69.0% |
| 1Y | +82.5% | +11.9% | +70.6% | +52.0% |
| 3Y | +105.5% | +73.0% | +32.6% | -8.5% |
| 5Y | +10.7% | +58.6% | -47.9% | -42.9% |
| 10Y | -22.4% | +219.2% | -241.6% | -83.6% |
| All | -22.4% | +217.6% | -240.0% | -83.6% |
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