-23.4%
LITP vs VT
+74.1%
-97.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | -1.5% |
| 7D | +6.8% | +0.4% | +6.4% | +5.7% |
| 30D | -12.6% | -2.6% | -10.0% | -8.8% |
| 3M | -33.1% | -3.2% | -29.9% | -29.4% |
| 6M | -57.8% | +0.9% | -58.7% | -58.2% |
| YTD | -38.0% | +11.3% | -49.3% | -46.7% |
| 1Y | -14.4% | +14.0% | -28.4% | -29.1% |
| 3Y | -23.4% | +75.8% | -99.3% | -72.5% |
| All | -23.4% | +74.1% | -97.6% | -72.5% |
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