+153.7%
LOPE vs VT
+214.8%
-61.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.9% | -4.1% | -14.8% | -16.1% |
| 7D | -20.7% | -4.2% | -16.5% | -17.9% |
| 30D | -21.4% | -5.8% | -15.6% | -17.8% |
| 3M | -18.8% | -5.2% | -13.6% | -15.5% |
| 6M | -27.8% | +0.1% | -27.9% | -28.1% |
| YTD | -26.5% | +8.2% | -34.7% | -30.9% |
| 1Y | -31.4% | +10.1% | -41.6% | -36.3% |
| 3Y | -10.8% | +69.7% | -80.5% | -39.3% |
| 5Y | +45.5% | +53.4% | -7.8% | +5.5% |
| All | +153.7% | +214.8% | -61.1% | +3.4% |
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