+424.9%
LARK vs VT
+357.8%
+67.1%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +2.3% | +2.9% | -0.6% | +1.7% |
| 30D | +3.2% | -2.5% | +5.7% | +3.7% |
| 3M | +1.2% | -3.3% | +4.5% | +1.9% |
| 6M | +17.2% | +1.5% | +15.7% | +16.7% |
| YTD | +26.6% | +11.4% | +15.2% | +23.8% |
| 1Y | +31.9% | +11.9% | +20.0% | +28.9% |
| 3Y | +120.4% | +73.9% | +46.5% | +97.5% |
| 5Y | +60.6% | +57.9% | +2.7% | +45.8% |
| 10Y | +120.2% | +222.6% | -102.4% | +77.8% |
| All | +424.9% | +357.8% | +67.1% | +295.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling