+54.1%
LADR vs VT
+254.9%
-200.8%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.9% | -2.9% |
| 7D | -2.7% | -2.3% | -0.4% | -0.2% |
| 30D | +2.8% | -5.0% | +7.7% | +8.6% |
| 3M | -4.2% | -4.9% | +0.7% | +1.1% |
| 6M | -9.1% | -1.5% | -7.6% | -8.5% |
| YTD | -12.9% | +8.5% | -21.3% | -22.0% |
| 1Y | -6.9% | +11.4% | -18.3% | -19.3% |
| 3Y | +9.7% | +70.1% | -60.4% | -44.0% |
| 5Y | +10.9% | +53.7% | -42.9% | -35.9% |
| 10Y | +59.1% | +220.0% | -160.9% | -58.3% |
| All | +54.1% | +254.9% | -200.8% | -62.0% |
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