-39.3%
LNSR vs VT
+118.5%
-157.8%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -1.3% |
| 7D | -3.7% | +0.4% | -4.1% | -3.8% |
| 30D | -14.3% | -2.6% | -11.7% | -13.0% |
| 3M | -9.6% | -3.2% | -6.4% | -7.9% |
| 6M | -3.2% | +0.9% | -4.1% | -3.7% |
| YTD | -53.1% | +11.3% | -64.4% | -55.8% |
| 1Y | -48.5% | +14.0% | -62.5% | -52.1% |
| 3Y | +141.6% | +75.8% | +65.8% | +81.1% |
| 5Y | -25.6% | +57.8% | -83.4% | -39.6% |
| All | -39.3% | +118.5% | -157.8% | -56.8% |
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 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