-85.2%
LASC vs VT
-1.8%
-83.4%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.6% | -4.1% | -16.5% | +2.0% |
| 7D | -44.3% | -4.2% | -40.1% | -28.7% |
| 30D | -48.4% | -5.8% | -42.6% | -24.5% |
| 3M | -87.7% | -5.2% | -82.5% | -83.9% |
| All | -85.2% | -1.8% | -83.4% | -85.5% |
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 · Available span rolling