-97.7%
LDI vs VT
+78.5%
-176.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -3.4% |
| 7D | -30.5% | -0.7% | -29.8% | -30.2% |
| 30D | -19.0% | -1.7% | -17.3% | -17.0% |
| 3M | -44.7% | -2.3% | -42.4% | -42.4% |
| 6M | -63.7% | +1.5% | -65.2% | -64.2% |
| YTD | -77.2% | +12.0% | -89.2% | -80.5% |
| 1Y | -83.8% | +12.9% | -96.7% | -86.2% |
| 3Y | -66.8% | +74.9% | -141.7% | -85.3% |
| 5Y | -93.1% | +59.9% | -153.0% | -96.4% |
| All | -97.7% | +78.5% | -176.1% | -99.0% |
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 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