+49.6%
LOAR vs VT
+49.5%
0.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.1% | +8.8% | +10.4% |
| 7D | +12.6% | -4.2% | +16.8% | +19.0% |
| 30D | +19.1% | -5.8% | +24.9% | +28.9% |
| 3M | -3.5% | -5.2% | +1.7% | +3.5% |
| 6M | +26.5% | +0.1% | +26.3% | +25.4% |
| YTD | +7.3% | +8.2% | -0.9% | -4.2% |
| 1Y | -3.0% | +10.1% | -13.1% | -15.4% |
| All | +49.6% | +49.5% | 0.0% | -7.7% |
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