-81.8%
LAC vs VT
+72.1%
-154.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.1% | -1.6% | +2.9% |
| 7D | -13.6% | -4.2% | -9.4% | -5.5% |
| 30D | -27.6% | -5.8% | -21.8% | -17.6% |
| 3M | -40.5% | -5.2% | -35.2% | -32.9% |
| 6M | -66.7% | +0.1% | -66.8% | -66.0% |
| YTD | -57.8% | +8.2% | -66.0% | -62.3% |
| 1Y | -60.1% | +10.1% | -70.2% | -65.4% |
| 3Y | -75.0% | +69.7% | -144.7% | -92.9% |
| All | -81.8% | +72.1% | -154.0% | -95.1% |
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 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