-69.1%
LAR vs VT
+57.5%
-126.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.5% | -7.0% | -6.4% |
| 7D | +2.5% | -0.1% | +2.6% | +2.7% |
| 30D | -22.0% | -3.1% | -19.0% | -16.2% |
| 3M | -42.1% | -3.5% | -38.6% | -37.0% |
| 6M | -64.8% | +0.5% | -65.3% | -64.2% |
| YTD | -26.3% | +10.8% | -37.1% | -37.9% |
| 1Y | -3.3% | +11.9% | -15.2% | -20.4% |
| 3Y | -28.5% | +73.0% | -101.5% | -76.8% |
| 5Y | -69.1% | +58.6% | -127.7% | -85.0% |
| All | -69.1% | +57.5% | -126.6% | -85.0% |
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