-99.2%
LEDS vs VT
+386.4%
-485.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | -1.5% | +0.4% | -1.9% | -1.9% |
| 30D | -5.7% | +1.0% | -6.7% | -6.6% |
| 3M | +1.5% | +2.4% | -0.8% | -0.1% |
| 6M | +33.1% | +12.0% | +21.1% | +22.7% |
| YTD | +31.3% | +15.3% | +16.0% | +18.3% |
| 1Y | +18.7% | +22.6% | -3.9% | +2.3% |
| 3Y | +11.3% | +74.7% | -63.4% | -27.3% |
| 5Y | -78.8% | +66.1% | -145.0% | -85.4% |
| 10Y | -69.3% | +225.0% | -294.3% | -86.6% |
| All | -99.2% | +386.4% | -485.6% | -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