-48.7%
LNSR vs VT
+117.4%
-166.1%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -0.5% | -14.9% | -15.1% |
| 7D | -17.1% | -0.1% | -16.9% | -16.9% |
| 30D | -27.5% | -3.1% | -24.4% | -26.2% |
| 3M | -23.3% | -3.5% | -19.8% | -21.6% |
| 6M | -18.1% | +0.5% | -18.5% | -18.3% |
| YTD | -60.3% | +10.8% | -71.1% | -62.5% |
| 1Y | -54.6% | +11.9% | -66.5% | -57.3% |
| 3Y | +103.5% | +73.0% | +30.6% | +53.9% |
| 5Y | -37.1% | +58.6% | -95.8% | -49.2% |
| All | -48.7% | +117.4% | -166.1% | -63.4% |
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