+375.1%
LAR vs VT
+224.5%
+150.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.2% | +0.4% | -1.6% | -2.0% |
| 30D | +6.9% | +1.0% | +6.0% | +5.4% |
| 3M | -30.8% | +2.4% | -33.2% | -32.5% |
| 6M | -1.5% | +12.0% | -13.5% | -17.6% |
| YTD | +21.7% | +15.3% | +6.3% | -2.2% |
| 1Y | +103.9% | +22.6% | +81.3% | +47.4% |
| 3Y | -9.1% | +74.7% | -83.8% | -64.2% |
| 5Y | -23.8% | +66.1% | -89.9% | -64.2% |
| All | +375.1% | +224.5% | +150.6% | +24.7% |
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