+129.3%
LARK vs VT
+221.4%
-92.1%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | +3.0% | +1.0% | +2.0% | +2.6% |
| 30D | +2.2% | -0.2% | +2.5% | +2.3% |
| 3M | +14.6% | +4.5% | +10.0% | +12.7% |
| 6M | +25.7% | +14.1% | +11.7% | +19.9% |
| YTD | +26.8% | +14.8% | +12.0% | +20.6% |
| 1Y | +29.9% | +21.2% | +8.7% | +21.2% |
| 3Y | +119.9% | +76.6% | +43.4% | +79.1% |
| 5Y | +70.8% | +66.6% | +4.2% | +41.3% |
| 10Y | +129.3% | +222.3% | -93.0% | +50.8% |
| All | +129.3% | +221.4% | -92.1% | +50.8% |
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