+306.4%
LAD vs VT
+224.4%
+82.1%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +0.7% |
| 7D | -0.8% | -0.7% | -0.1% | -0.3% |
| 30D | +9.3% | -1.7% | +11.0% | +11.1% |
| 3M | -17.3% | -2.3% | -15.0% | -15.4% |
| 6M | +9.4% | +1.5% | +7.9% | +5.9% |
| YTD | -5.3% | +12.0% | -17.3% | -19.3% |
| 1Y | +7.2% | +12.9% | -5.7% | -9.4% |
| 3Y | +24.4% | +74.9% | -50.6% | -39.0% |
| 5Y | +0.9% | +59.9% | -59.1% | -44.1% |
| 10Y | +306.4% | +224.6% | +81.8% | -9.4% |
| All | +306.4% | +224.4% | +82.1% | -9.4% |
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