-92.9%
LANV vs VT
+77.1%
-169.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | -7.8% | -0.1% | -7.6% | -7.7% |
| 30D | -25.4% | -3.1% | -22.4% | -24.9% |
| 3M | -36.3% | -3.5% | -32.8% | -35.8% |
| 6M | -57.3% | +0.5% | -57.7% | -57.3% |
| YTD | -65.1% | +10.8% | -75.9% | -65.8% |
| 1Y | -65.5% | +11.9% | -77.4% | -66.2% |
| 3Y | -78.2% | +73.0% | -151.2% | -80.4% |
| 5Y | -92.8% | +58.6% | -151.4% | -93.5% |
| All | -92.9% | +77.1% | -169.9% | -93.7% |
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 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