-63.2%
LILAK vs VT
+202.4%
-265.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.2% |
| 7D | +6.8% | -2.3% | +9.1% | +9.5% |
| 30D | +1.1% | -5.0% | +6.1% | +7.1% |
| 3M | +4.6% | -4.9% | +9.4% | +10.6% |
| 6M | +58.3% | -1.5% | +59.9% | +58.1% |
| YTD | +76.6% | +8.5% | +68.1% | +54.4% |
| 1Y | +53.4% | +11.4% | +42.0% | +29.5% |
| 3Y | +94.0% | +70.1% | +24.0% | -8.3% |
| 5Y | -1.4% | +53.7% | -55.1% | -45.4% |
| 10Y | -27.8% | +220.0% | -247.7% | -82.8% |
| All | -63.2% | +202.4% | -265.6% | -88.9% |
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