+401.3%
LAR vs VT
+223.7%
+177.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.6% | +1.9% | -0.4% |
| 7D | +8.8% | +0.4% | +8.5% | +8.0% |
| 30D | -15.7% | -2.6% | -13.2% | -11.1% |
| 3M | -36.0% | -3.2% | -32.8% | -31.5% |
| 6M | -62.0% | +0.9% | -62.9% | -61.7% |
| YTD | -20.4% | +11.3% | -31.7% | -31.6% |
| 1Y | +14.1% | +14.0% | +0.1% | -6.2% |
| 3Y | -23.7% | +75.8% | -99.6% | -70.7% |
| 5Y | -68.1% | +57.8% | -125.9% | -83.7% |
| 10Y | +401.3% | +219.8% | +181.5% | +14.6% |
| All | +401.3% | +223.7% | +177.6% | +14.6% |
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