+423.2%
LEA vs VT
+412.9%
+10.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.1% | +0.2% | +1.0% |
| 7D | -2.8% | -4.2% | +1.4% | +2.2% |
| 30D | -6.5% | -5.8% | -0.7% | +0.3% |
| 3M | -8.4% | -5.2% | -3.1% | -2.3% |
| 6M | -12.3% | +0.1% | -12.5% | -12.6% |
| YTD | +1.3% | +8.2% | -6.9% | -8.0% |
| 1Y | +7.2% | +10.1% | -2.9% | -4.7% |
| 3Y | -5.4% | +69.7% | -75.1% | -50.0% |
| 5Y | -27.6% | +53.4% | -81.0% | -55.9% |
| 10Y | +15.0% | +219.2% | -204.2% | -67.5% |
| All | +423.2% | +412.9% | +10.3% | -1.3% |
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