-3.7%
LAKE vs VT
+374.2%
-377.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +0.8% | +0.4% | +0.3% | +0.6% |
| 30D | -3.9% | +1.0% | -4.9% | -4.2% |
| 3M | +20.1% | +2.4% | +17.7% | +19.2% |
| 6M | +33.1% | +12.0% | +21.1% | +29.2% |
| YTD | +35.2% | +15.3% | +19.8% | +30.4% |
| 1Y | -20.2% | +22.6% | -42.8% | -24.2% |
| 3Y | -15.7% | +74.7% | -90.4% | -25.5% |
| 5Y | -49.1% | +66.1% | -115.3% | -54.9% |
| 10Y | +24.9% | +225.0% | -200.1% | -3.1% |
| All | -3.7% | +374.2% | -377.9% | -34.7% |
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