+55.8%
LND vs VT
+364.5%
-308.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.3% | +1.4% |
| 7D | +2.5% | -2.3% | +4.8% | +3.9% |
| 30D | -12.6% | -5.0% | -7.6% | -10.0% |
| 3M | -7.7% | -4.9% | -2.8% | -5.1% |
| 6M | -13.7% | -1.5% | -12.2% | -13.1% |
| YTD | -7.4% | +8.5% | -15.9% | -11.8% |
| 1Y | -10.7% | +11.4% | -22.1% | -16.1% |
| 3Y | -31.3% | +70.1% | -101.3% | -49.7% |
| 5Y | -5.8% | +53.7% | -59.5% | -27.5% |
| 10Y | +84.1% | +220.0% | -135.9% | -5.8% |
| All | +55.8% | +364.5% | -308.6% | -27.7% |
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