-14.8%
LND vs VT
+57.0%
-71.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | -4.0% | +2.4% | -6.3% | -5.2% |
| 30D | -13.6% | -1.5% | -12.0% | -12.8% |
| 3M | -11.1% | -4.1% | -7.0% | -9.1% |
| 6M | -14.9% | +0.6% | -15.5% | -15.3% |
| YTD | -11.1% | +11.0% | -22.2% | -16.3% |
| 1Y | -13.1% | +13.3% | -26.4% | -19.0% |
| 3Y | -29.9% | +73.4% | -103.3% | -49.1% |
| All | -14.8% | +57.0% | -71.8% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling