-100.0%
LITS vs VT
+346.0%
-446.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +4.9% | +4.9% |
| 7D | -8.9% | -2.3% | -6.6% | -5.7% |
| 30D | -19.7% | -5.0% | -14.7% | -13.5% |
| 3M | +9.7% | -4.9% | +14.6% | +18.6% |
| 6M | -14.3% | -1.5% | -12.7% | -11.6% |
| YTD | -22.7% | +8.5% | -31.2% | -29.0% |
| 1Y | -44.6% | +11.4% | -55.9% | -50.5% |
| 3Y | -81.2% | +70.1% | -151.3% | -90.6% |
| 5Y | -97.9% | +53.7% | -151.6% | -98.8% |
| 10Y | -95.5% | +220.0% | -315.4% | -99.1% |
| All | -100.0% | +346.0% | -446.0% | -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