+88.3%
LND vs VT
+222.7%
-134.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.0% | -2.1% |
| 7D | -0.8% | +0.4% | -1.2% | -1.0% |
| 30D | +5.0% | +1.0% | +4.0% | +4.4% |
| 3M | +0.3% | +2.4% | -2.1% | -1.3% |
| 6M | -9.1% | +12.0% | -21.1% | -15.3% |
| YTD | +5.9% | +15.3% | -9.5% | -3.0% |
| 1Y | -4.1% | +22.6% | -26.6% | -15.2% |
| 3Y | -8.4% | +74.7% | -83.0% | -35.2% |
| 5Y | +3.2% | +66.1% | -63.0% | -25.4% |
| All | +88.3% | +222.7% | -134.4% | -15.8% |
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