-5.8%
LAKE vs VT
+217.6%
-223.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.0% |
| 7D | +3.6% | -0.1% | +3.7% | +3.6% |
| 30D | -7.0% | -3.1% | -4.0% | -6.2% |
| 3M | -23.2% | -3.5% | -19.7% | -22.3% |
| 6M | -13.0% | +0.5% | -13.4% | -13.1% |
| YTD | +4.8% | +10.8% | -6.0% | +1.7% |
| 1Y | -42.8% | +11.9% | -54.7% | -44.7% |
| 3Y | -35.6% | +73.0% | -108.6% | -42.3% |
| 5Y | -55.8% | +58.6% | -114.4% | -61.1% |
| 10Y | -5.8% | +219.2% | -225.0% | -26.6% |
| All | -5.8% | +217.6% | -223.5% | -26.6% |
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 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