+53.4%
LND vs VT
+363.4%
-310.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.6% | -0.1% |
| 7D | +0.9% | -4.2% | +5.1% | +3.4% |
| 30D | -11.8% | -5.8% | -6.0% | -8.8% |
| 3M | -9.6% | -5.2% | -4.4% | -6.9% |
| 6M | -17.2% | +0.1% | -17.3% | -17.4% |
| YTD | -8.9% | +8.2% | -17.1% | -13.0% |
| 1Y | -13.9% | +10.1% | -24.0% | -18.6% |
| 3Y | -32.2% | +69.7% | -101.8% | -50.3% |
| 5Y | -7.3% | +53.4% | -60.6% | -28.5% |
| 10Y | +81.3% | +219.2% | -137.9% | -7.2% |
| All | +53.4% | +363.4% | -310.0% | -28.7% |
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