+42.9%
LOAR vs VT
+55.9%
-13.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | -0.6% |
| 7D | +13.8% | -0.3% | +14.1% | +14.4% |
| 30D | +11.8% | -1.4% | +13.3% | +14.1% |
| 3M | -7.7% | -1.4% | -6.3% | -5.8% |
| 6M | +25.4% | +5.5% | +20.0% | +16.2% |
| YTD | +2.5% | +12.8% | -10.3% | -13.2% |
| 1Y | -8.4% | +15.4% | -23.8% | -24.8% |
| All | +42.9% | +55.9% | -13.0% | -16.4% |
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 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