-91.7%
LESL vs VT
+23.3%
-115.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.7% |
| 7D | +7.8% | +0.4% | +7.3% | +6.8% |
| 30D | -57.9% | +1.0% | -58.9% | -59.5% |
| 3M | -89.3% | +2.4% | -91.6% | -89.8% |
| 6M | -37.9% | +12.0% | -49.9% | -51.6% |
| YTD | -65.3% | +15.3% | -80.7% | -73.5% |
| 1Y | -91.7% | +22.6% | -114.3% | -94.2% |
| All | -91.7% | +23.3% | -115.0% | -94.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling