-80.9%
LAC vs VT
+72.5%
-153.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.7% | +4.4% |
| 7D | -4.9% | -2.3% | -2.6% | -0.2% |
| 30D | -19.9% | -5.0% | -15.0% | -10.6% |
| 3M | -36.1% | -4.9% | -31.2% | -28.5% |
| 6M | -67.8% | -1.5% | -66.2% | -66.0% |
| YTD | -55.7% | +8.5% | -64.2% | -60.6% |
| 1Y | -57.6% | +11.4% | -69.0% | -64.0% |
| 3Y | -73.0% | +70.1% | -143.1% | -92.4% |
| All | -80.9% | +72.5% | -153.5% | -94.9% |
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