-99.9%
LESL vs VT
+66.2%
-166.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +7.7% | +0.4% | +7.3% | +7.0% |
| 30D | -57.9% | +1.0% | -58.9% | -59.0% |
| 3M | -89.3% | +2.4% | -91.6% | -89.6% |
| 6M | -38.0% | +12.0% | -50.0% | -47.7% |
| YTD | -65.3% | +15.3% | -80.7% | -71.7% |
| 1Y | -91.7% | +22.6% | -114.3% | -93.9% |
| 3Y | -99.6% | +74.7% | -174.2% | -99.8% |
| All | -99.9% | +66.2% | -166.1% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling