-99.2%
LEDS vs VT
+367.8%
-467.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | 0.0% | +8.6% | +8.6% |
| 7D | +2.4% | -1.6% | +4.0% | +3.9% |
| 30D | -8.2% | -2.5% | -5.7% | -6.1% |
| 3M | -3.2% | -1.3% | -1.9% | -2.2% |
| 6M | +18.3% | +3.1% | +15.2% | +16.3% |
| YTD | +42.0% | +10.9% | +31.1% | +32.3% |
| 1Y | -35.5% | +12.1% | -47.5% | -40.3% |
| 3Y | +63.8% | +73.9% | -10.1% | +7.4% |
| 5Y | -73.2% | +58.0% | -131.2% | -80.8% |
| 10Y | -41.6% | +225.5% | -267.1% | -74.5% |
| All | -99.2% | +367.8% | -467.0% | -99.8% |
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 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