-96.7%
LOT vs VT
+66.9%
-163.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.3% | +5.4% |
| 7D | -17.3% | -2.3% | -15.0% | -16.2% |
| 30D | -57.8% | -5.0% | -52.8% | -56.7% |
| 3M | -64.8% | -4.9% | -59.9% | -63.9% |
| 6M | -73.1% | -1.5% | -71.6% | -72.8% |
| YTD | -77.0% | +8.5% | -85.4% | -77.4% |
| 1Y | -79.9% | +11.4% | -91.2% | -80.5% |
| 3Y | -97.0% | +70.1% | -167.0% | -97.2% |
| 5Y | -96.7% | +53.7% | -150.4% | -96.9% |
| All | -96.7% | +66.9% | -163.6% | -96.9% |
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