-92.7%
LONA vs VT
+66.2%
-158.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.5% | +6.6% | +6.7% |
| 7D | +5.7% | +1.0% | +4.7% | +4.2% |
| 30D | +4.4% | -0.2% | +4.7% | +4.6% |
| 3M | -6.6% | +4.5% | -11.2% | -12.2% |
| 6M | +51.3% | +14.1% | +37.3% | +24.3% |
| YTD | +5.9% | +14.8% | -8.8% | -14.3% |
| 1Y | +108.3% | +21.2% | +87.1% | +56.4% |
| 3Y | -60.3% | +76.6% | -136.9% | -82.3% |
| 5Y | -92.7% | +66.6% | -159.3% | -96.2% |
| All | -92.7% | +66.2% | -158.9% | -96.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling