+246.4%
LKQ vs VT
+374.2%
-127.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.2% |
| 7D | 0.0% | +0.4% | -0.4% | -0.4% |
| 30D | +7.2% | +1.0% | +6.2% | +6.2% |
| 3M | +2.3% | +2.4% | -0.1% | -0.5% |
| 6M | -17.7% | +12.0% | -29.7% | -26.5% |
| YTD | -12.6% | +15.3% | -27.9% | -24.1% |
| 1Y | -17.4% | +22.6% | -40.0% | -32.3% |
| 3Y | -46.5% | +74.7% | -121.2% | -68.9% |
| 5Y | -42.2% | +66.1% | -108.3% | -64.5% |
| 10Y | -17.8% | +225.0% | -242.8% | -70.9% |
| All | +246.4% | +374.2% | -127.8% | -13.9% |
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