-64.2%
LITZ vs VT
+4.4%
-68.6%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.3% | +9.4% | +7.2% |
| 7D | -25.6% | +2.4% | -27.9% | -9.2% |
| 30D | +48.7% | -1.5% | +50.2% | +53.6% |
| 3M | +1.8% | -4.1% | +5.9% | -9.4% |
| 6M | -35.5% | +0.6% | -36.0% | -16.2% |
| All | -64.2% | +4.4% | -68.6% | -48.2% |
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