-49.0%
LBRDA vs VT
+222.5%
-271.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +3.9% | +12.8% | +13.2% |
| 7D | +16.6% | +3.9% | +12.8% | +13.2% |
| 30D | +16.6% | +3.9% | +12.8% | +13.2% |
| 3M | +3.4% | +4.0% | -0.5% | -0.1% |
| 6M | -32.7% | +9.3% | -42.0% | -38.2% |
| YTD | -25.5% | +14.7% | -40.1% | -34.6% |
| 1Y | -41.3% | +23.8% | -65.1% | -52.0% |
| 3Y | -59.7% | +78.5% | -138.2% | -76.3% |
| 5Y | -80.2% | +70.9% | -151.1% | -87.9% |
| All | -49.0% | +222.5% | -271.5% | -83.2% |
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