-99.5%
LNAI vs VT
+153.4%
-252.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.9% | -5.9% | -5.8% |
| 7D | +3.6% | -2.0% | +5.6% | +5.9% |
| 30D | +1.5% | -1.4% | +2.9% | +3.1% |
| 3M | +7.7% | +4.7% | +3.0% | +2.9% |
| 6M | +52.2% | +11.4% | +40.8% | +35.9% |
| YTD | -65.5% | +13.1% | -78.5% | -69.5% |
| 1Y | -85.3% | +19.0% | -104.3% | -87.7% |
| 3Y | -99.0% | +73.9% | -173.0% | -99.5% |
| 5Y | -99.6% | +65.4% | -165.0% | -99.8% |
| All | -99.5% | +153.4% | -252.9% | -99.8% |
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