-89.0%
LOBO vs VT
+43.5%
-132.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.2% | -5.2% | -5.1% |
| 7D | -10.1% | -2.3% | -7.8% | -9.2% |
| 30D | -26.7% | -5.0% | -21.8% | -25.1% |
| 3M | -44.8% | -4.9% | -39.9% | -43.5% |
| 6M | -39.5% | -1.5% | -38.0% | -38.7% |
| YTD | -37.8% | +8.5% | -46.3% | -39.0% |
| 1Y | -49.5% | +11.4% | -60.9% | -50.7% |
| All | -89.0% | +43.5% | -132.6% | -90.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling