+5.2%
LOAR vs VT
+11.9%
-6.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.6% | -4.7% | -4.4% |
| 7D | +2.8% | +2.9% | -0.1% | -1.2% |
| 30D | +21.3% | -2.5% | +23.8% | +25.5% |
| 3M | +2.1% | -3.3% | +5.4% | +7.1% |
| 6M | +23.1% | +1.5% | +21.6% | +18.3% |
| YTD | +10.4% | +11.4% | -1.0% | -9.8% |
| 1Y | +5.2% | +11.9% | -6.7% | -14.6% |
| All | +5.2% | +11.9% | -6.7% | -14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling