-96.5%
LODE vs VT
+215.5%
-312.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +0.2% | +13.1% | +13.1% |
| 7D | +38.3% | -2.3% | +40.6% | +40.7% |
| 30D | -10.1% | -5.0% | -5.2% | -5.5% |
| 3M | -36.9% | -4.9% | -32.0% | -33.6% |
| 6M | -40.4% | -1.5% | -38.8% | -39.1% |
| YTD | -48.1% | +8.5% | -56.6% | -51.5% |
| 1Y | -28.0% | +11.4% | -39.4% | -34.1% |
| 3Y | -56.7% | +70.1% | -126.7% | -72.3% |
| 5Y | -91.3% | +53.7% | -145.1% | -94.0% |
| All | -96.5% | +215.5% | -312.0% | -98.1% |
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