+20.9%
LAKE vs VT
+222.7%
-201.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.6% |
| 7D | -5.5% | -0.1% | -5.4% | -5.5% |
| 30D | -8.1% | -0.7% | -7.5% | -7.9% |
| 3M | +16.0% | +4.0% | +12.0% | +14.5% |
| 6M | +29.8% | +12.3% | +17.5% | +25.2% |
| YTD | +25.2% | +14.0% | +11.2% | +20.4% |
| 1Y | -23.2% | +20.3% | -43.5% | -27.3% |
| 3Y | -25.7% | +75.4% | -101.2% | -34.1% |
| 5Y | -52.7% | +66.0% | -118.6% | -58.8% |
| 10Y | +20.9% | +228.2% | -207.3% | -9.8% |
| All | +20.9% | +222.7% | -201.8% | -9.8% |
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