-100.0%
LITS vs VT
+374.2%
-474.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | 0.0% | +9.6% | +9.6% |
| 7D | +16.3% | +0.4% | +15.9% | +15.6% |
| 30D | +18.8% | +1.0% | +17.8% | +17.3% |
| 3M | +32.6% | +2.4% | +30.2% | +28.5% |
| 6M | -6.6% | +12.0% | -18.6% | -19.4% |
| YTD | -13.6% | +15.3% | -29.0% | -27.7% |
| 1Y | -73.3% | +22.6% | -95.9% | -79.3% |
| 3Y | -72.9% | +74.7% | -147.6% | -87.2% |
| 5Y | -97.5% | +66.1% | -163.6% | -98.7% |
| 10Y | -95.8% | +225.0% | -320.8% | -99.2% |
| All | -100.0% | +374.2% | -474.1% | -100.0% |
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