+41.1%
LASR vs VT
+144.2%
-103.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +29.6% | +0.2% | +29.4% | +29.2% |
| 7D | +2.4% | -2.3% | +4.7% | +7.0% |
| 30D | -4.7% | -5.0% | +0.3% | +5.0% |
| 3M | -49.6% | -4.9% | -44.7% | -44.7% |
| 6M | -46.7% | -1.5% | -45.1% | -43.7% |
| YTD | +1.4% | +8.5% | -7.1% | -8.1% |
| 1Y | +27.6% | +11.4% | +16.3% | +11.6% |
| 3Y | +308.8% | +70.1% | +238.7% | +87.7% |
| 5Y | +28.1% | +53.7% | -25.6% | -27.7% |
| All | +41.1% | +144.2% | -103.1% | -56.4% |
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 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