+170.6%
LB vs VT
+39.3%
+131.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -4.1% | -6.6% | -5.2% |
| 7D | -25.3% | -4.2% | -21.1% | -20.9% |
| 30D | -27.8% | -5.8% | -22.0% | -21.7% |
| 3M | -18.1% | -5.2% | -12.8% | -12.0% |
| 6M | -6.2% | +0.1% | -6.3% | -7.7% |
| YTD | +26.9% | +8.2% | +18.7% | +8.7% |
| 1Y | +1.7% | +10.1% | -8.4% | -15.1% |
| All | +170.6% | +39.3% | +131.4% | +67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling