-92.8%
LANV vs VT
+73.4%
-166.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.2% | -4.9% | -4.8% |
| 7D | -9.8% | -2.3% | -7.5% | -9.3% |
| 30D | -19.5% | -5.0% | -14.6% | -18.7% |
| 3M | -41.0% | -4.9% | -36.1% | -40.4% |
| 6M | -58.5% | -1.5% | -56.9% | -58.3% |
| YTD | -64.8% | +8.5% | -73.3% | -65.3% |
| 1Y | -66.1% | +11.4% | -77.5% | -66.8% |
| 3Y | -77.5% | +70.1% | -147.6% | -79.7% |
| 5Y | -92.8% | +53.7% | -146.5% | -93.4% |
| All | -92.8% | +73.4% | -166.2% | -93.6% |
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