-83.3%
LOBO vs VT
+52.6%
-136.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | -6.8% | +0.4% | -7.2% | -6.9% |
| 30D | -20.1% | +1.0% | -21.0% | -20.3% |
| 3M | -28.6% | +2.4% | -31.0% | -29.1% |
| 6M | +5.1% | +12.0% | -6.9% | +1.2% |
| YTD | -5.7% | +15.3% | -21.0% | -9.8% |
| 1Y | +9.7% | +22.6% | -12.9% | +3.9% |
| All | -83.3% | +52.6% | -136.0% | -85.6% |
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 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