+20.4%
LDSF vs VT
+179.8%
-159.4%
-8.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.2% | +0.4% | -0.6% | -0.2% |
| 30D | 0.0% | +1.0% | -0.9% | 0.0% |
| 3M | +0.5% | +2.4% | -1.9% | +0.3% |
| 6M | +0.7% | +12.0% | -11.3% | -0.1% |
| YTD | +1.3% | +15.3% | -14.0% | +0.4% |
| 1Y | +3.2% | +22.6% | -19.4% | +1.8% |
| 3Y | +16.6% | +74.7% | -58.1% | +12.4% |
| 5Y | +13.2% | +66.1% | -52.9% | +9.2% |
| All | +20.4% | +179.8% | -159.4% | +13.4% |
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