-97.4%
LPCN vs VT
+217.6%
-315.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.5% | -7.1% | -7.2% |
| 7D | +8.9% | -0.1% | +9.0% | +8.8% |
| 30D | -7.6% | -3.1% | -4.5% | -5.4% |
| 3M | -24.3% | -3.5% | -20.8% | -22.2% |
| 6M | -32.9% | +0.5% | -33.4% | -33.1% |
| YTD | -80.2% | +10.8% | -91.0% | -81.3% |
| 1Y | -45.0% | +11.9% | -56.9% | -48.6% |
| 3Y | -36.4% | +73.0% | -109.4% | -56.5% |
| 5Y | -92.0% | +58.6% | -150.6% | -94.2% |
| 10Y | -97.4% | +219.2% | -316.6% | -99.2% |
| All | -97.4% | +217.6% | -315.1% | -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 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