-96.1%
LITS vs VT
+229.7%
-325.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.0% |
| 7D | +1.9% | -0.1% | +2.1% | +2.1% |
| 30D | +21.8% | -0.7% | +22.5% | +22.8% |
| 3M | +39.5% | +4.0% | +35.5% | +33.4% |
| 6M | -11.7% | +12.3% | -24.0% | -21.8% |
| YTD | -19.7% | +14.0% | -33.7% | -29.5% |
| 1Y | -61.9% | +20.3% | -82.2% | -68.1% |
| 3Y | -74.9% | +75.4% | -150.4% | -86.0% |
| 5Y | -97.6% | +66.0% | -163.5% | -98.6% |
| All | -96.1% | +229.7% | -325.8% | -98.7% |
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 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