-65.2%
LILAK vs VT
+221.5%
-286.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -0.4% | +0.4% | -0.8% | -0.9% |
| 30D | +2.3% | +1.0% | +1.3% | +1.0% |
| 3M | +64.3% | +2.4% | +61.9% | +57.3% |
| 6M | +50.8% | +12.0% | +38.8% | +27.9% |
| YTD | +66.7% | +15.3% | +51.4% | +35.9% |
| 1Y | +52.2% | +22.6% | +29.7% | +14.2% |
| 3Y | +42.2% | +74.7% | -32.5% | -34.4% |
| 5Y | -13.3% | +66.1% | -79.5% | -56.2% |
| 10Y | -54.4% | +225.0% | -279.4% | -89.4% |
| All | -65.2% | +221.5% | -286.8% | -90.2% |
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