-99.6%
LIDR vs VT
+59.8%
-159.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.2% | -6.0% |
| 7D | -19.7% | -0.7% | -19.0% | -18.3% |
| 30D | -20.5% | -1.7% | -18.7% | -17.4% |
| 3M | -39.0% | -2.3% | -36.7% | -36.2% |
| 6M | -61.9% | +1.5% | -63.4% | -62.3% |
| YTD | -55.9% | +12.0% | -68.0% | -62.4% |
| 1Y | -67.2% | +12.9% | -80.0% | -72.3% |
| 3Y | -85.0% | +74.9% | -159.9% | -93.2% |
| 5Y | -99.6% | +59.9% | -159.5% | -99.8% |
| All | -99.6% | +59.8% | -159.3% | -99.8% |
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