+350.3%
LECO vs VT
+217.6%
+132.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.5% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | +8.9% | -3.1% | +12.0% | +12.5% |
| 3M | +2.9% | -3.5% | +6.4% | +6.9% |
| 6M | +5.5% | +0.5% | +5.1% | +5.0% |
| YTD | +19.8% | +10.8% | +9.0% | +7.4% |
| 1Y | +26.6% | +11.9% | +14.7% | +12.4% |
| 3Y | +58.1% | +73.0% | -14.9% | -10.5% |
| 5Y | +113.3% | +58.6% | +54.7% | +32.1% |
| 10Y | +350.3% | +219.2% | +131.1% | +35.5% |
| All | +350.3% | +217.6% | +132.7% | +35.5% |
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