+35.0%
LION vs VT
+69.7%
-34.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +0.2% | +13.1% | +13.2% |
| 7D | +14.4% | -2.3% | +16.7% | +16.4% |
| 30D | +25.9% | -5.0% | +30.9% | +30.9% |
| 3M | +10.1% | -4.9% | +15.0% | +14.5% |
| 6M | +11.6% | -1.5% | +13.1% | +12.8% |
| YTD | +56.0% | +8.5% | +47.5% | +46.5% |
| 1Y | +102.6% | +11.4% | +91.2% | +86.4% |
| 3Y | +35.0% | +70.1% | -35.1% | +6.2% |
| All | +35.0% | +69.7% | -34.8% | +6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling