-97.7%
LONA vs VT
+113.4%
-211.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.5% | -9.6% | -9.4% |
| 7D | -15.7% | -0.1% | -15.6% | -15.7% |
| 30D | -30.1% | -3.1% | -27.0% | -26.9% |
| 3M | -46.4% | -3.5% | -42.9% | -43.8% |
| 6M | -60.0% | +0.5% | -60.4% | -60.3% |
| YTD | -46.9% | +10.8% | -57.7% | -54.8% |
| 1Y | -12.2% | +11.9% | -24.1% | -26.3% |
| 3Y | -72.8% | +73.0% | -145.8% | -87.3% |
| 5Y | -97.3% | +58.6% | -155.9% | -98.6% |
| All | -97.7% | +113.4% | -211.1% | -99.1% |
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