+2,102.3%
LPG vs VT
+222.7%
+1,879.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.9% |
| 7D | +2.9% | -0.1% | +3.0% | +3.0% |
| 30D | +20.6% | -0.7% | +21.3% | +21.5% |
| 3M | +26.4% | +4.0% | +22.4% | +20.6% |
| 6M | +63.7% | +12.3% | +51.4% | +43.5% |
| YTD | +136.1% | +14.0% | +122.0% | +103.9% |
| 1Y | +87.5% | +20.3% | +67.2% | +52.8% |
| 3Y | +161.2% | +75.4% | +85.8% | +41.6% |
| 5Y | +804.1% | +66.0% | +738.1% | +413.9% |
| 10Y | +2,102.3% | +228.2% | +1,874.1% | +473.1% |
| All | +2,102.3% | +222.7% | +1,879.6% | +473.1% |
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