-72.0%
LILA vs VT
+209.3%
-281.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.1% | +7.0% | +8.0% |
| 7D | +6.6% | -4.2% | +10.8% | +11.9% |
| 30D | +0.2% | -5.8% | +6.0% | +7.4% |
| 3M | +6.3% | -5.2% | +11.6% | +13.0% |
| 6M | +61.7% | +0.1% | +61.6% | +57.7% |
| YTD | +77.5% | +8.2% | +69.2% | +55.3% |
| 1Y | +66.4% | +10.1% | +56.3% | +42.2% |
| 3Y | +91.2% | +69.7% | +21.5% | -9.9% |
| 5Y | -2.1% | +53.4% | -55.5% | -46.0% |
| 10Y | -27.1% | +219.2% | -246.4% | -82.8% |
| All | -72.0% | +209.3% | -281.2% | -93.2% |
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