+12.7%
LEO vs VT
+215.5%
-202.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | +2.5% | -2.3% | +4.8% | +3.2% |
| 30D | +12.7% | -5.0% | +17.7% | +14.3% |
| 3M | +0.4% | -4.9% | +5.3% | +1.8% |
| 6M | -2.5% | -1.5% | -1.0% | -2.2% |
| YTD | +0.3% | +8.5% | -8.2% | -2.2% |
| 1Y | +3.0% | +11.4% | -8.4% | -0.4% |
| 3Y | +30.1% | +70.1% | -39.9% | +10.6% |
| 5Y | -9.7% | +53.7% | -63.4% | -21.2% |
| All | +12.7% | +215.5% | -202.8% | -28.1% |
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 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