-75.2%
LASE vs VT
+110.8%
-186.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.9% | -1.9% |
| 7D | -6.8% | -1.6% | -5.2% | -4.4% |
| 30D | -23.2% | -2.5% | -20.7% | -20.0% |
| 3M | -35.5% | -1.3% | -34.2% | -33.5% |
| 6M | -10.9% | +3.1% | -14.0% | -11.9% |
| YTD | -74.1% | +10.9% | -85.0% | -76.9% |
| 1Y | -82.8% | +12.1% | -94.9% | -84.9% |
| 3Y | -28.1% | +73.9% | -102.0% | -59.4% |
| All | -75.2% | +110.8% | -186.0% | -82.8% |
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 · 6 months rolling