+184.7%
LB vs VT
+39.6%
+145.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.0% | +4.9% |
| 7D | -22.1% | -2.3% | -19.8% | -19.6% |
| 30D | -24.1% | -5.0% | -19.1% | -18.6% |
| 3M | -18.9% | -4.9% | -14.0% | -13.4% |
| 6M | -1.1% | -1.5% | +0.5% | 0.0% |
| YTD | +33.5% | +8.5% | +25.0% | +14.0% |
| 1Y | -1.1% | +11.4% | -12.5% | -18.8% |
| All | +184.7% | +39.6% | +145.1% | +75.1% |
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