-85.0%
LEE vs VT
+363.9%
-448.9%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.7% | +7.8% | +7.6% |
| 7D | +3.0% | -0.3% | +3.3% | +3.4% |
| 30D | -6.8% | -1.4% | -5.4% | -5.2% |
| 3M | -19.1% | -1.4% | -17.7% | -17.7% |
| 6M | -20.0% | +5.5% | -25.5% | -24.5% |
| YTD | +37.6% | +12.8% | +24.7% | +19.7% |
| 1Y | +62.7% | +15.4% | +47.3% | +37.7% |
| 3Y | -30.9% | +76.9% | -107.8% | -63.7% |
| 5Y | -68.1% | +60.4% | -128.5% | -81.6% |
| 10Y | -74.2% | +232.8% | -306.9% | -94.1% |
| All | -85.0% | +363.9% | -448.9% | -97.1% |
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