-57.9%
LITP vs VT
+72.3%
-130.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.2% | +1.1% |
| 7D | +3.6% | -2.3% | +6.0% | +7.3% |
| 30D | -17.8% | -5.0% | -12.8% | -10.7% |
| 3M | -32.0% | -4.9% | -27.1% | -26.2% |
| 6M | -60.0% | -1.5% | -58.5% | -58.7% |
| YTD | -39.7% | +8.5% | -48.2% | -45.9% |
| 1Y | -15.3% | +11.4% | -26.6% | -27.0% |
| 3Y | -28.3% | +70.1% | -98.4% | -67.8% |
| All | -57.9% | +72.3% | -130.2% | -81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling