+7.5%
LEA vs VT
+222.7%
-215.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.3% |
| 7D | -4.8% | +2.9% | -7.7% | -8.4% |
| 30D | -9.2% | -2.5% | -6.7% | -6.4% |
| 3M | -9.9% | -3.3% | -6.6% | -6.0% |
| 6M | -19.4% | +1.5% | -21.0% | -21.4% |
| YTD | -3.6% | +11.4% | -14.9% | -16.8% |
| 1Y | +1.6% | +11.9% | -10.3% | -12.8% |
| 3Y | -7.7% | +73.9% | -81.6% | -56.4% |
| 5Y | -33.1% | +57.9% | -91.0% | -63.3% |
| All | +7.5% | +222.7% | -215.2% | -75.8% |
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