+6,781.2%
LAD vs VT
+345.0%
+6,436.2%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +6.3% |
| 7D | +6.6% | -4.2% | +10.7% | +13.2% |
| 30D | +8.2% | -5.8% | +14.0% | +17.6% |
| 3M | -14.0% | -5.2% | -8.7% | -7.5% |
| 6M | +10.9% | +0.1% | +10.8% | +8.5% |
| YTD | -4.2% | +8.2% | -12.4% | -17.2% |
| 1Y | +7.0% | +10.1% | -3.1% | -9.8% |
| 3Y | +21.6% | +69.7% | -48.1% | -46.8% |
| 5Y | -0.1% | +53.4% | -53.5% | -48.9% |
| 10Y | +334.2% | +219.2% | +115.0% | -31.6% |
| All | +6,781.2% | +345.0% | +6,436.2% | +637.6% |
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