+380.5%
LECO vs VT
+223.7%
+156.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.6% | +0.7% | +0.5% |
| 7D | -0.4% | +0.4% | -0.7% | -0.9% |
| 30D | +8.9% | -2.6% | +11.5% | +12.0% |
| 3M | +1.2% | -3.2% | +4.4% | +4.8% |
| 6M | +5.5% | +0.9% | +4.6% | +4.5% |
| YTD | +19.8% | +11.3% | +8.5% | +6.9% |
| 1Y | +26.9% | +14.0% | +12.9% | +10.5% |
| 3Y | +60.9% | +75.8% | -14.9% | -10.4% |
| 5Y | +112.4% | +57.8% | +54.6% | +32.3% |
| 10Y | +380.5% | +219.8% | +160.7% | +49.9% |
| All | +380.5% | +223.7% | +156.9% | +49.9% |
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