-93.5%
LDI vs VT
+58.5%
-152.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -3.9% |
| 7D | -28.3% | +2.9% | -31.2% | -31.9% |
| 30D | -19.1% | -2.5% | -16.6% | -16.0% |
| 3M | -49.0% | -3.3% | -45.6% | -46.0% |
| 6M | -64.1% | +1.5% | -65.6% | -64.5% |
| YTD | -78.3% | +11.4% | -89.7% | -81.2% |
| 1Y | -84.6% | +11.9% | -96.5% | -86.7% |
| 3Y | -68.4% | +73.9% | -142.3% | -85.7% |
| 5Y | -93.5% | +57.9% | -151.4% | -96.6% |
| All | -93.5% | +58.5% | -152.0% | -96.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling