-69.1%
LAR vs VT
+53.2%
-122.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.1% | +1.0% | +5.8% |
| 7D | -8.5% | -4.2% | -4.4% | +0.4% |
| 30D | -27.1% | -5.8% | -21.3% | -16.5% |
| 3M | -35.9% | -5.2% | -30.7% | -27.4% |
| 6M | -60.8% | +0.1% | -61.0% | -59.8% |
| YTD | -27.1% | +8.2% | -35.3% | -35.3% |
| 1Y | +9.1% | +10.1% | -1.0% | -6.9% |
| 3Y | -29.8% | +69.7% | -99.5% | -76.4% |
| 5Y | -69.1% | +53.4% | -122.4% | -83.4% |
| All | -69.1% | +53.2% | -122.2% | -83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling