-81.5%
LEE vs VT
+374.2%
-455.7%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -2.9% | +0.4% | -3.3% | -3.3% |
| 30D | +2.0% | +1.0% | +1.0% | +1.0% |
| 3M | -26.1% | +2.4% | -28.5% | -28.0% |
| 6M | -11.3% | +12.0% | -23.3% | -22.3% |
| YTD | +69.7% | +15.3% | +54.4% | +43.9% |
| 1Y | +108.5% | +22.6% | +85.9% | +66.0% |
| 3Y | -29.5% | +74.7% | -104.2% | -62.5% |
| 5Y | -64.0% | +66.1% | -130.1% | -80.1% |
| 10Y | -74.8% | +225.0% | -299.8% | -94.0% |
| All | -81.5% | +374.2% | -455.7% | -96.5% |
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