+56.6%
LILAK vs VT
+76.6%
-20.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +3.0% |
| 7D | +2.4% | +1.0% | +1.4% | +1.5% |
| 30D | +3.3% | -0.2% | +3.6% | +3.5% |
| 3M | +66.6% | +4.5% | +62.1% | +59.2% |
| 6M | +58.7% | +14.1% | +44.7% | +39.1% |
| YTD | +71.1% | +14.8% | +56.3% | +48.7% |
| 1Y | +59.9% | +21.2% | +38.7% | +31.2% |
| 3Y | +56.6% | +76.6% | -20.0% | -19.9% |
| All | +56.6% | +76.6% | -20.0% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling