+147.4%
LDP vs VT
+381.1%
-233.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.5% | +0.4% | -1.0% | -0.8% |
| 30D | +0.6% | +1.0% | -0.3% | +0.1% |
| 3M | +0.8% | +2.4% | -1.6% | -0.6% |
| 6M | +1.0% | +12.0% | -11.0% | -5.2% |
| YTD | +2.2% | +15.3% | -13.2% | -5.7% |
| 1Y | +2.9% | +22.6% | -19.7% | -8.1% |
| 3Y | +46.5% | +74.7% | -28.1% | +7.1% |
| 5Y | +13.9% | +66.1% | -52.3% | -15.1% |
| 10Y | +74.4% | +225.0% | -150.6% | -9.5% |
| All | +147.4% | +381.1% | -233.7% | +18.7% |
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