-88.7%
LOT vs VT
+76.5%
-165.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.3% |
| 7D | -8.3% | +1.0% | -9.3% | -8.6% |
| 30D | +16.8% | -0.2% | +17.1% | +17.0% |
| 3M | -5.9% | +4.5% | -10.5% | -7.4% |
| 6M | 0.0% | +14.1% | -14.1% | -4.8% |
| YTD | -21.3% | +14.8% | -36.0% | -25.1% |
| 1Y | -44.5% | +21.2% | -65.7% | -48.0% |
| 3Y | -89.6% | +76.6% | -166.1% | -90.6% |
| 5Y | -88.5% | +66.6% | -155.1% | -89.7% |
| All | -88.7% | +76.5% | -165.3% | -89.8% |
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