+286.1%
LAR vs VT
+222.7%
+63.4%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.6% | -4.7% | -4.2% |
| 7D | -8.4% | +2.9% | -11.2% | -13.1% |
| 30D | -25.4% | -2.5% | -22.9% | -21.5% |
| 3M | -45.2% | -3.3% | -41.9% | -41.2% |
| 6M | -67.3% | +1.5% | -68.9% | -67.4% |
| YTD | -33.2% | +11.4% | -44.5% | -42.6% |
| 1Y | -11.0% | +11.9% | -22.9% | -24.4% |
| 3Y | -35.1% | +73.9% | -109.0% | -74.6% |
| 5Y | -73.1% | +57.9% | -130.9% | -86.3% |
| All | +286.1% | +222.7% | +63.4% | -20.6% |
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