-89.6%
LANV vs VT
+84.3%
-174.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.8% | -2.9% |
| 7D | +1.0% | +0.4% | +0.5% | +0.9% |
| 30D | -19.0% | +1.0% | -20.0% | -19.2% |
| 3M | -32.0% | +2.4% | -34.4% | -32.3% |
| 6M | -36.6% | +12.0% | -48.6% | -38.0% |
| YTD | -49.3% | +15.3% | -64.6% | -50.7% |
| 1Y | -55.5% | +22.6% | -78.0% | -57.3% |
| 3Y | -76.9% | +74.7% | -151.5% | -79.4% |
| 5Y | -89.5% | +66.1% | -155.6% | -90.5% |
| All | -89.6% | +84.3% | -174.0% | -90.8% |
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 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