-97.3%
LODE vs VT
+228.2%
-325.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.7% | +5.5% | +5.4% |
| 7D | -12.9% | -0.3% | -12.6% | -12.3% |
| 30D | -34.6% | -1.4% | -33.2% | -33.3% |
| 3M | -53.1% | -1.4% | -51.8% | -52.1% |
| 6M | -53.9% | +5.5% | -59.3% | -55.7% |
| YTD | -60.4% | +12.8% | -73.2% | -64.1% |
| 1Y | -46.0% | +15.4% | -61.4% | -52.0% |
| 3Y | -66.1% | +76.9% | -143.0% | -79.0% |
| 5Y | -93.5% | +60.4% | -153.9% | -95.7% |
| All | -97.3% | +228.2% | -325.5% | -98.6% |
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