+194.1%
LIT vs VT
+217.6%
-23.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -1.6% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | -14.0% | -3.1% | -10.9% | -10.6% |
| 3M | -19.7% | -3.5% | -16.2% | -16.1% |
| 6M | -33.2% | +0.5% | -33.7% | -33.3% |
| YTD | -7.1% | +10.8% | -17.9% | -17.5% |
| 1Y | -3.1% | +11.9% | -15.0% | -15.1% |
| 3Y | +29.8% | +73.0% | -43.2% | -33.2% |
| 5Y | -32.4% | +58.6% | -91.0% | -60.8% |
| 10Y | +194.1% | +219.2% | -25.1% | -24.6% |
| All | +194.1% | +217.6% | -23.6% | -24.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling