-46.2%
LITZ vs VT
+1.7%
-47.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +36.4% | -4.1% | +40.4% | +10.9% |
| 7D | +158.3% | -4.2% | +162.4% | +106.9% |
| 30D | +233.7% | -5.8% | +239.5% | +154.7% |
| 3M | +21.2% | -5.2% | +26.5% | -4.1% |
| 6M | -20.2% | +0.1% | -20.3% | -11.8% |
| All | -46.2% | +1.7% | -47.9% | -37.1% |
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