+94.0%
LILAK vs VT
+69.7%
+24.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +6.8% | -2.3% | +9.1% | +8.3% |
| 30D | +1.1% | -5.0% | +6.1% | +4.7% |
| 3M | +4.6% | -4.9% | +9.4% | +8.2% |
| 6M | +58.3% | -1.5% | +59.9% | +57.9% |
| YTD | +76.6% | +8.5% | +68.1% | +59.9% |
| 1Y | +53.4% | +11.4% | +42.0% | +35.2% |
| 3Y | +94.0% | +70.1% | +24.0% | -17.9% |
| All | +94.0% | +69.7% | +24.3% | -17.9% |
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