+73.7%
LDP vs VT
+214.8%
-141.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.3% | +0.7% |
| 7D | -0.6% | -4.2% | +3.5% | +1.9% |
| 30D | +0.7% | -5.8% | +6.5% | +4.3% |
| 3M | -5.3% | -5.2% | -0.1% | -2.3% |
| 6M | -5.1% | +0.1% | -5.2% | -5.5% |
| YTD | -3.9% | +8.2% | -12.1% | -8.9% |
| 1Y | -5.5% | +10.1% | -15.6% | -11.4% |
| 3Y | +36.6% | +69.7% | -33.1% | -3.3% |
| 5Y | +5.7% | +53.4% | -47.7% | -20.5% |
| All | +73.7% | +214.8% | -141.1% | -25.8% |
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