+5.2%
LEO vs VT
+224.5%
-219.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -2.1% | +0.4% | -2.5% | -2.2% |
| 30D | -1.0% | +1.0% | -2.0% | -1.3% |
| 3M | -3.5% | +2.4% | -5.9% | -4.2% |
| 6M | -3.5% | +12.0% | -15.5% | -6.7% |
| YTD | -1.3% | +15.3% | -16.6% | -5.4% |
| 1Y | +7.3% | +22.6% | -15.3% | +1.0% |
| 3Y | +19.9% | +74.7% | -54.8% | +1.1% |
| 5Y | -19.0% | +66.1% | -85.2% | -31.0% |
| All | +5.2% | +224.5% | -219.2% | -31.9% |
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