-85.2%
LITS vs VT
+74.0%
-159.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.3% | -6.7% | -6.6% |
| 7D | -17.0% | +2.4% | -19.3% | -19.4% |
| 30D | -27.6% | -1.5% | -26.1% | -26.0% |
| 3M | -5.9% | -4.1% | -1.8% | -0.4% |
| 6M | -28.2% | +0.6% | -28.8% | -27.8% |
| YTD | -35.9% | +11.0% | -46.9% | -41.3% |
| 1Y | -55.4% | +13.3% | -68.8% | -59.8% |
| 3Y | -85.2% | +73.4% | -158.6% | -86.8% |
| All | -85.2% | +74.0% | -159.2% | -86.8% |
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