+8.9%
LASR vs VT
+143.7%
-134.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -4.1% | -7.0% | -3.7% |
| 7D | -24.8% | -4.2% | -20.6% | -18.7% |
| 30D | -26.7% | -5.8% | -20.9% | -18.0% |
| 3M | -61.0% | -5.2% | -55.8% | -57.0% |
| 6M | -56.2% | +0.1% | -56.3% | -55.1% |
| YTD | -21.8% | +8.2% | -30.0% | -28.9% |
| 1Y | -6.9% | +10.1% | -17.0% | -17.0% |
| 3Y | +220.7% | +69.7% | +151.0% | +47.8% |
| 5Y | -1.1% | +53.4% | -54.5% | -44.0% |
| All | +8.9% | +143.7% | -134.8% | -66.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling