+117.5%
LOB vs VT
+228.3%
-110.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.2% |
| 7D | -1.2% | +0.4% | -1.7% | -1.8% |
| 30D | -9.4% | +1.0% | -10.4% | -10.6% |
| 3M | +5.5% | +2.4% | +3.1% | +1.4% |
| 6M | +8.7% | +12.0% | -3.3% | -7.6% |
| YTD | +15.6% | +15.3% | +0.3% | -5.6% |
| 1Y | +2.8% | +22.6% | -19.8% | -22.9% |
| 3Y | +23.8% | +74.7% | -50.9% | -41.6% |
| 5Y | -32.7% | +66.1% | -98.8% | -64.8% |
| 10Y | +201.9% | +225.0% | -23.1% | -16.8% |
| All | +117.5% | +228.3% | -110.9% | -41.7% |
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