-87.8%
LOBO vs VT
+49.3%
-137.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.4% |
| 7D | -2.5% | -0.3% | -2.2% | -2.4% |
| 30D | -18.8% | -1.4% | -17.3% | -18.3% |
| 3M | -40.8% | -1.4% | -39.4% | -40.4% |
| 6M | -33.6% | +5.5% | -39.1% | -34.4% |
| YTD | -30.8% | +12.8% | -43.7% | -33.3% |
| 1Y | -49.9% | +15.4% | -65.3% | -51.8% |
| All | -87.8% | +49.3% | -137.1% | -89.3% |
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 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