-96.0%
LITS vs VT
+223.7%
-319.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.6% | -9.5% | -9.7% |
| 7D | -2.1% | +0.4% | -2.4% | -2.4% |
| 30D | -25.2% | -2.6% | -22.6% | -22.8% |
| 3M | +4.4% | -3.2% | +7.6% | +9.1% |
| 6M | -22.1% | +0.9% | -23.1% | -22.4% |
| YTD | -28.0% | +11.3% | -39.3% | -34.6% |
| 1Y | -54.8% | +14.0% | -68.8% | -59.7% |
| 3Y | -82.7% | +75.8% | -158.5% | -90.3% |
| 5Y | -98.0% | +57.8% | -155.9% | -98.8% |
| 10Y | -96.0% | +219.8% | -315.8% | -98.5% |
| All | -96.0% | +223.7% | -319.6% | -98.5% |
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 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