+34.3%
LALT vs VT
+83.2%
-48.9%
-7.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.9% | +0.4% | +0.5% | +0.8% |
| 30D | +1.9% | +1.0% | +0.9% | +1.7% |
| 3M | -0.6% | +2.4% | -3.0% | -1.1% |
| 6M | +2.0% | +12.0% | -10.0% | -0.4% |
| YTD | +10.4% | +15.3% | -5.0% | +7.1% |
| 1Y | +14.7% | +22.6% | -7.9% | +9.8% |
| 3Y | +31.8% | +74.7% | -42.9% | +18.0% |
| All | +34.3% | +83.2% | -48.9% | +20.0% |
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