-62.5%
LOB vs VT
+57.0%
-119.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.9% |
| 7D | +3.6% | +2.4% | +1.2% | 0.0% |
| 30D | +2.1% | -1.5% | +3.6% | +4.2% |
| 3M | -18.9% | -4.1% | -14.7% | -13.9% |
| 6M | -1.5% | +0.6% | -2.1% | -3.7% |
| YTD | +2.5% | +11.0% | -8.5% | -14.6% |
| 1Y | +12.7% | +13.3% | -0.7% | -9.2% |
| 3Y | +18.5% | +73.4% | -54.9% | -52.9% |
| All | -62.5% | +57.0% | -119.5% | -80.8% |
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 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