+171.9%
LKQ vs VT
+346.0%
-174.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.6% |
| 7D | +8.0% | -2.3% | +10.3% | +10.4% |
| 30D | -9.0% | -5.0% | -4.0% | -4.6% |
| 3M | -17.1% | -4.9% | -12.2% | -13.2% |
| 6M | -28.7% | -1.5% | -27.1% | -28.0% |
| YTD | -31.4% | +8.5% | -39.9% | -36.9% |
| 1Y | -30.3% | +11.4% | -41.6% | -37.5% |
| 3Y | -50.3% | +70.1% | -120.3% | -70.4% |
| 5Y | -59.7% | +53.7% | -113.4% | -73.4% |
| 10Y | -26.5% | +220.0% | -246.4% | -73.4% |
| All | +171.9% | +346.0% | -174.1% | -28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling