+517.5%
LEA vs VT
+446.6%
+71.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +9.3% | +0.4% | +8.8% | +8.7% |
| 30D | +8.2% | +1.0% | +7.2% | +7.0% |
| 3M | -5.9% | +2.4% | -8.3% | -8.7% |
| 6M | +11.7% | +12.0% | -0.3% | -2.6% |
| YTD | +19.6% | +15.3% | +4.3% | +0.7% |
| 1Y | +25.1% | +22.6% | +2.5% | -2.2% |
| 3Y | 0.0% | +74.7% | -74.7% | -49.0% |
| 5Y | -4.4% | +66.1% | -70.6% | -47.0% |
| 10Y | +39.6% | +225.0% | -185.4% | -61.6% |
| All | +517.5% | +446.6% | +71.0% | +8.0% |
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