-26.8%
LKQ vs VT
+223.7%
-250.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | -1.2% |
| 7D | +2.4% | +0.4% | +2.0% | +1.9% |
| 30D | -6.5% | -2.6% | -4.0% | -3.8% |
| 3M | -16.9% | -3.2% | -13.7% | -13.8% |
| 6M | -27.7% | +0.9% | -28.6% | -29.1% |
| YTD | -30.1% | +11.3% | -41.5% | -39.1% |
| 1Y | -29.8% | +14.0% | -43.8% | -40.6% |
| 3Y | -49.1% | +75.8% | -125.0% | -75.2% |
| 5Y | -59.2% | +57.8% | -117.0% | -77.0% |
| 10Y | -26.8% | +219.8% | -246.6% | -83.5% |
| All | -26.8% | +223.7% | -250.5% | -83.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling