+359.0%
LAR vs VT
+215.5%
+143.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.0% |
| 7D | +4.2% | -2.3% | +6.5% | +8.7% |
| 30D | -20.9% | -5.0% | -15.9% | -12.6% |
| 3M | -35.5% | -4.9% | -30.6% | -28.6% |
| 6M | -62.8% | -1.5% | -61.3% | -60.7% |
| YTD | -23.8% | +8.5% | -32.3% | -31.3% |
| 1Y | +13.9% | +11.4% | +2.6% | -2.1% |
| 3Y | -26.9% | +70.1% | -96.9% | -70.1% |
| 5Y | -67.7% | +53.7% | -121.4% | -82.7% |
| All | +359.0% | +215.5% | +143.5% | +8.3% |
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