+53.1%
LASR vs VT
+150.0%
-96.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -3.7% |
| 7D | +8.5% | +2.4% | +6.1% | +4.5% |
| 30D | +14.9% | -1.5% | +16.4% | +19.0% |
| 3M | -18.1% | -4.1% | -14.0% | -10.6% |
| 6M | -48.7% | +0.6% | -49.3% | -47.8% |
| YTD | +10.0% | +11.0% | -1.1% | -4.0% |
| 1Y | +35.9% | +13.3% | +22.6% | +15.2% |
| 3Y | +292.5% | +73.4% | +219.1% | +74.7% |
| 5Y | +52.9% | +57.4% | -4.5% | -16.9% |
| All | +53.1% | +150.0% | -96.9% | -54.5% |
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