+1,630.2%
LPG vs VT
+221.8%
+1,408.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.1% |
| 7D | +6.3% | +2.4% | +4.0% | +3.8% |
| 30D | -10.3% | -1.5% | -8.8% | -9.0% |
| 3M | +8.5% | -4.1% | +12.6% | +13.0% |
| 6M | +27.7% | +0.6% | +27.1% | +25.6% |
| YTD | +117.9% | +11.0% | +106.8% | +92.9% |
| 1Y | +105.3% | +13.3% | +91.9% | +77.5% |
| 3Y | +74.9% | +73.4% | +1.5% | -4.5% |
| 5Y | +728.7% | +57.4% | +671.2% | +398.5% |
| All | +1,630.2% | +221.8% | +1,408.4% | +325.7% |
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