-0.1%
LAD vs VT
+53.2%
-53.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +4.9% |
| 7D | +6.6% | -4.2% | +10.7% | +11.6% |
| 30D | +8.2% | -5.8% | +14.0% | +15.4% |
| 3M | -14.0% | -5.2% | -8.7% | -8.9% |
| 6M | +10.9% | +0.1% | +10.8% | +8.9% |
| YTD | -4.2% | +8.2% | -12.4% | -14.9% |
| 1Y | +7.0% | +10.1% | -3.1% | -7.0% |
| 3Y | +21.6% | +69.7% | -48.1% | -38.5% |
| 5Y | -0.1% | +53.4% | -53.5% | -45.2% |
| All | -0.1% | +53.2% | -53.3% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling