+22.4%
LASR vs VT
+154.0%
-131.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.7% | -11.3% | -12.7% |
| 7D | -14.3% | -0.3% | -14.0% | -14.1% |
| 30D | -16.5% | -1.4% | -15.0% | -14.3% |
| 3M | -57.3% | -1.4% | -55.9% | -56.3% |
| 6M | -52.5% | +5.5% | -57.9% | -55.8% |
| YTD | -12.1% | +12.8% | -24.9% | -26.1% |
| 1Y | +7.9% | +15.4% | -7.5% | -12.0% |
| 3Y | +260.5% | +76.9% | +183.7% | +53.5% |
| 5Y | +3.9% | +60.4% | -56.5% | -45.9% |
| All | +22.4% | +154.0% | -131.6% | -65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling