-95.3%
LDI vs VT
+83.7%
-179.0%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.9% | +0.4% | -2.3% | -2.4% |
| 30D | -9.4% | +1.0% | -10.4% | -10.4% |
| 3M | -24.6% | +2.4% | -27.0% | -26.9% |
| 6M | -49.4% | +12.0% | -61.4% | -56.9% |
| YTD | -54.5% | +15.3% | -69.8% | -62.8% |
| 1Y | -58.7% | +22.6% | -81.3% | -68.8% |
| 3Y | -53.6% | +74.7% | -128.3% | -79.3% |
| 5Y | -87.5% | +66.1% | -153.6% | -93.8% |
| All | -95.3% | +83.7% | -179.0% | -98.1% |
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