-34.3%
LASE vs VT
+23.3%
-57.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -4.1% | +0.4% | -4.6% | -5.1% |
| 30D | +27.3% | +1.0% | +26.3% | +25.0% |
| 3M | -61.3% | +2.4% | -63.7% | -62.9% |
| 6M | +35.9% | +12.0% | +23.9% | +10.2% |
| YTD | -43.3% | +15.3% | -58.7% | -57.3% |
| 1Y | -34.3% | +22.6% | -56.9% | -63.4% |
| All | -34.3% | +23.3% | -57.6% | -63.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling