+11.0%
LADR vs VT
+57.5%
-46.5%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -0.9% |
| 7D | -3.0% | -0.1% | -2.8% | -2.9% |
| 30D | +0.8% | -3.1% | +3.9% | +3.3% |
| 3M | -5.8% | -3.5% | -2.3% | -3.1% |
| 6M | -9.6% | +0.5% | -10.0% | -10.6% |
| YTD | -13.5% | +10.8% | -24.3% | -22.0% |
| 1Y | -8.1% | +11.9% | -20.0% | -17.9% |
| 3Y | +9.3% | +73.0% | -63.6% | -37.2% |
| 5Y | +11.0% | +58.6% | -47.6% | -32.3% |
| All | +11.0% | +57.5% | -46.5% | -32.3% |
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 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