-58.5%
LITP vs VT
+71.9%
-130.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +6.5% |
| 7D | -4.4% | -4.2% | -0.3% | +2.3% |
| 30D | -21.2% | -5.8% | -15.4% | -13.1% |
| 3M | -31.8% | -5.2% | -26.5% | -25.5% |
| 6M | -57.8% | +0.1% | -57.9% | -57.6% |
| YTD | -40.5% | +8.2% | -48.8% | -46.5% |
| 1Y | -17.5% | +10.1% | -27.6% | -27.6% |
| 3Y | -31.0% | +69.7% | -100.7% | -68.9% |
| All | -58.5% | +71.9% | -130.4% | -81.7% |
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