-98.2%
LITS vs VT
+58.5%
-156.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.6% | -7.5% | -7.5% |
| 7D | -6.2% | +2.9% | -9.1% | -9.0% |
| 30D | -24.8% | -2.5% | -22.3% | -22.5% |
| 3M | -1.1% | -3.3% | +2.2% | +3.2% |
| 6M | -27.2% | +1.5% | -28.7% | -27.6% |
| YTD | -31.1% | +11.4% | -42.4% | -36.6% |
| 1Y | -54.7% | +11.9% | -66.6% | -58.4% |
| 3Y | -83.6% | +73.9% | -157.4% | -89.5% |
| 5Y | -98.2% | +57.9% | -156.1% | -98.9% |
| All | -98.2% | +58.5% | -156.7% | -98.9% |
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