-64.1%
LOB vs VT
+53.4%
-117.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | -0.3% |
| 7D | -1.6% | -2.3% | +0.7% | +1.8% |
| 30D | -1.0% | -5.0% | +4.0% | +6.6% |
| 3M | -20.1% | -4.9% | -15.3% | -14.2% |
| 6M | -10.0% | -1.5% | -8.4% | -9.1% |
| YTD | -1.0% | +8.5% | -9.5% | -14.5% |
| 1Y | +7.8% | +11.4% | -3.6% | -10.9% |
| 3Y | +9.6% | +70.1% | -60.4% | -55.0% |
| All | -64.1% | +53.4% | -117.5% | -81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling