-68.6%
LEE vs VT
+53.4%
-122.0%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.2% | -6.1% | -6.0% |
| 7D | +7.7% | -2.3% | +10.0% | +9.2% |
| 30D | -10.6% | -5.0% | -5.6% | -7.6% |
| 3M | -18.8% | -4.9% | -14.0% | -16.1% |
| 6M | -19.1% | -1.5% | -17.6% | -18.4% |
| YTD | +37.6% | +8.5% | +29.1% | +29.2% |
| 1Y | +61.9% | +11.4% | +50.5% | +49.0% |
| 3Y | -29.1% | +70.1% | -99.2% | -51.3% |
| All | -68.6% | +53.4% | -122.0% | -76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling