-73.2%
LILA vs VT
+229.6%
-302.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.8% | -2.8% |
| 7D | -0.5% | +0.4% | -0.9% | -1.0% |
| 30D | +1.7% | +1.0% | +0.7% | +0.4% |
| 3M | +67.4% | +2.4% | +65.1% | +60.2% |
| 6M | +53.3% | +12.0% | +41.3% | +29.8% |
| YTD | +69.7% | +15.3% | +54.4% | +38.0% |
| 1Y | +56.8% | +22.6% | +34.2% | +17.2% |
| 3Y | +43.5% | +74.7% | -31.2% | -34.1% |
| 5Y | -12.2% | +66.1% | -78.4% | -56.0% |
| 10Y | -53.2% | +225.0% | -278.2% | -89.3% |
| All | -73.2% | +229.6% | -302.7% | -93.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling