-69.4%
LITZ vs VT
+5.3%
-74.7%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +1.1% | -22.6% | -14.0% |
| 7D | -22.5% | -0.7% | -21.8% | -17.4% |
| 30D | +52.9% | -1.7% | +54.7% | +57.8% |
| 3M | -29.4% | -2.3% | -27.1% | -29.1% |
| 6M | -43.3% | +1.5% | -44.8% | -21.9% |
| All | -69.4% | +5.3% | -74.7% | -53.2% |
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 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