-33.4%
LASE vs VT
+76.6%
-109.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.7% | -9.1% | -10.2% |
| 7D | -20.1% | -0.3% | -19.8% | -19.7% |
| 30D | -25.6% | -1.4% | -24.2% | -23.6% |
| 3M | -44.6% | -1.4% | -43.2% | -42.7% |
| 6M | -17.4% | +5.5% | -22.9% | -21.8% |
| YTD | -76.0% | +12.8% | -88.8% | -79.7% |
| 1Y | -83.7% | +15.4% | -99.1% | -86.6% |
| All | -33.4% | +76.6% | -109.9% | -70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling