-97.0%
LPCN vs VT
+215.5%
-312.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.4% |
| 7D | +9.0% | -2.3% | +11.3% | +10.6% |
| 30D | -28.6% | -5.0% | -23.7% | -26.0% |
| 3M | -26.3% | -4.9% | -21.4% | -23.6% |
| 6M | -35.4% | -1.5% | -33.8% | -34.6% |
| YTD | -80.4% | +8.5% | -88.9% | -81.3% |
| 1Y | -40.5% | +11.4% | -51.9% | -44.3% |
| 3Y | -39.6% | +70.1% | -109.7% | -58.2% |
| 5Y | -91.8% | +53.7% | -145.5% | -93.9% |
| All | -97.0% | +215.5% | -312.5% | -99.1% |
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