-20.4%
LBRDA vs VT
+241.7%
-262.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.5% |
| 7D | -0.9% | -0.9% | +0.1% | -0.1% |
| 30D | +18.5% | +3.0% | +15.4% | +15.3% |
| 3M | +3.4% | +4.0% | -0.5% | -0.5% |
| 6M | -32.7% | +9.3% | -42.0% | -38.4% |
| YTD | -25.5% | +14.7% | -40.1% | -34.8% |
| 1Y | -41.3% | +23.8% | -65.1% | -52.1% |
| 3Y | -59.7% | +78.5% | -138.2% | -76.3% |
| 5Y | -80.2% | +70.9% | -151.1% | -87.9% |
| 10Y | -46.2% | +224.2% | -270.4% | -81.5% |
| All | -20.4% | +241.7% | -262.1% | -74.3% |
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