+117.0%
LEO vs VT
+363.9%
-246.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.6% |
| 7D | +3.1% | -0.3% | +3.4% | +3.1% |
| 30D | +10.7% | -1.4% | +12.1% | +11.0% |
| 3M | -1.4% | -1.4% | 0.0% | -1.1% |
| 6M | -0.9% | +5.5% | -6.3% | -2.2% |
| YTD | -1.0% | +12.8% | -13.9% | -3.9% |
| 1Y | +0.8% | +15.4% | -14.6% | -2.7% |
| 3Y | +28.4% | +76.9% | -48.4% | +11.6% |
| 5Y | -10.5% | +60.4% | -70.9% | -20.9% |
| 10Y | +11.6% | +232.8% | -221.2% | -17.7% |
| All | +117.0% | +363.9% | -246.9% | +37.3% |
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