+157.2%
LLYVK vs VT
+71.8%
+85.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.1% |
| 7D | -5.4% | -0.1% | -5.3% | -5.3% |
| 30D | -7.2% | -0.7% | -6.5% | -6.5% |
| 3M | +2.4% | +4.0% | -1.6% | -2.2% |
| 6M | -3.6% | +12.3% | -15.9% | -15.7% |
| YTD | +16.6% | +14.0% | +2.5% | -0.1% |
| 1Y | -3.3% | +20.3% | -23.6% | -22.5% |
| 3Y | +204.8% | +75.4% | +129.4% | +51.4% |
| All | +157.2% | +71.8% | +85.4% | +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 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