-97.7%
LONA vs VT
+115.9%
-213.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.6% | -5.0% |
| 7D | -15.0% | -0.7% | -14.3% | -14.3% |
| 30D | -37.1% | -1.7% | -35.3% | -35.4% |
| 3M | -49.1% | -2.3% | -46.8% | -47.5% |
| 6M | -61.2% | +1.5% | -62.8% | -62.1% |
| YTD | -48.7% | +12.0% | -60.8% | -57.0% |
| 1Y | -16.1% | +12.9% | -29.0% | -30.4% |
| 3Y | -73.8% | +74.9% | -148.7% | -88.0% |
| 5Y | -97.6% | +59.9% | -157.6% | -98.7% |
| All | -97.7% | +115.9% | -213.6% | -99.2% |
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 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