-74.7%
LEE vs VT
+215.5%
-290.2%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.2% | -6.1% | -6.0% |
| 7D | +7.7% | -2.3% | +10.0% | +9.4% |
| 30D | -10.6% | -5.0% | -5.6% | -7.2% |
| 3M | -18.8% | -4.9% | -14.0% | -15.7% |
| 6M | -19.1% | -1.5% | -17.6% | -18.3% |
| YTD | +37.6% | +8.5% | +29.1% | +28.0% |
| 1Y | +61.9% | +11.4% | +50.5% | +47.3% |
| 3Y | -29.1% | +70.1% | -99.2% | -54.1% |
| 5Y | -68.0% | +53.7% | -121.8% | -77.5% |
| All | -74.7% | +215.5% | -290.2% | -90.2% |
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