-19.8%
LKQ vs VT
+221.4%
-241.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -1.9% |
| 7D | +0.8% | +1.0% | -0.2% | -0.4% |
| 30D | +1.3% | -0.2% | +1.6% | +1.6% |
| 3M | +0.5% | +4.5% | -4.0% | -5.1% |
| 6M | -18.2% | +14.1% | -32.3% | -30.5% |
| YTD | -14.8% | +14.8% | -29.5% | -28.2% |
| 1Y | -20.3% | +21.2% | -41.5% | -37.1% |
| 3Y | -45.4% | +76.6% | -121.9% | -73.3% |
| 5Y | -43.6% | +66.6% | -110.2% | -70.1% |
| 10Y | -19.8% | +222.3% | -242.0% | -80.8% |
| All | -19.8% | +221.4% | -241.2% | -80.8% |
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 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