-88.4%
LOBO vs VT
+43.2%
-131.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.1% | -1.4% | -3.7% |
| 7D | -7.4% | -4.2% | -3.2% | -5.6% |
| 30D | -24.1% | -5.8% | -18.3% | -22.1% |
| 3M | -44.5% | -5.2% | -39.3% | -43.2% |
| 6M | -36.9% | +0.1% | -37.0% | -36.3% |
| YTD | -34.6% | +8.2% | -42.8% | -35.7% |
| 1Y | -53.4% | +10.1% | -63.5% | -54.3% |
| All | -88.4% | +43.2% | -131.7% | -89.7% |
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