+422.0%
LARK vs VT
+374.2%
+47.8%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.8% |
| 7D | +1.9% | +0.4% | +1.4% | +1.8% |
| 30D | +2.6% | +1.0% | +1.7% | +2.4% |
| 3M | +13.4% | +2.4% | +11.0% | +12.8% |
| 6M | +16.0% | +12.0% | +4.0% | +13.4% |
| YTD | +25.9% | +15.3% | +10.5% | +22.3% |
| 1Y | +28.6% | +22.6% | +6.0% | +23.4% |
| 3Y | +114.4% | +74.7% | +39.7% | +91.9% |
| 5Y | +68.6% | +66.1% | +2.5% | +51.6% |
| 10Y | +128.6% | +225.0% | -96.4% | +83.9% |
| All | +422.0% | +374.2% | +47.8% | +290.2% |
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