-90.5%
LOBO vs VT
+46.9%
-137.4%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.3% | -8.0% | -8.2% |
| 7D | -13.4% | +2.4% | -15.7% | -14.2% |
| 30D | -26.8% | -1.5% | -25.3% | -26.3% |
| 3M | -50.7% | -4.1% | -46.6% | -49.9% |
| 6M | -35.7% | +0.6% | -36.2% | -35.4% |
| YTD | -46.2% | +11.0% | -57.2% | -47.7% |
| 1Y | -49.4% | +13.3% | -62.7% | -51.0% |
| All | -90.5% | +46.9% | -137.4% | -91.6% |
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