+486.6%
LPG vs VT
+228.9%
+257.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.8% |
| 7D | -14.5% | -2.3% | -12.2% | -12.3% |
| 30D | -17.2% | -5.0% | -12.2% | -12.7% |
| 3M | +4.9% | -4.9% | +9.8% | +10.4% |
| 6M | +25.0% | -1.5% | +26.5% | +25.5% |
| YTD | +104.9% | +8.5% | +96.4% | +85.2% |
| 1Y | +88.1% | +11.4% | +76.8% | +64.8% |
| 3Y | +62.7% | +70.1% | -7.4% | -11.1% |
| 5Y | +688.4% | +53.7% | +634.7% | +376.3% |
| 10Y | +1,778.7% | +220.0% | +1,558.8% | +372.7% |
| All | +486.6% | +228.9% | +257.7% | +42.1% |
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 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