+69.9%
LADR vs VT
+224.5%
-154.6%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.1% | +0.4% | -0.3% | -0.4% |
| 30D | +3.7% | +1.0% | +2.7% | +2.5% |
| 3M | -1.1% | +2.4% | -3.5% | -4.6% |
| 6M | -1.1% | +12.0% | -13.1% | -14.7% |
| YTD | -6.3% | +15.3% | -21.6% | -22.2% |
| 1Y | -8.8% | +22.6% | -31.3% | -30.0% |
| 3Y | +15.1% | +74.7% | -59.5% | -44.7% |
| 5Y | +30.9% | +66.1% | -35.2% | -33.0% |
| All | +69.9% | +224.5% | -154.6% | -58.3% |
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