+501.5%
LPG vs VT
+235.8%
+265.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.5% |
| 7D | -8.1% | -0.1% | -8.0% | -8.0% |
| 30D | -17.2% | -3.1% | -14.1% | -14.5% |
| 3M | +7.4% | -3.5% | +10.9% | +11.2% |
| 6M | +24.2% | +0.5% | +23.7% | +22.1% |
| YTD | +110.1% | +10.8% | +99.3% | +85.7% |
| 1Y | +91.5% | +11.9% | +79.6% | +67.1% |
| 3Y | +73.9% | +73.0% | +0.9% | -6.7% |
| 5Y | +718.6% | +58.6% | +660.0% | +377.2% |
| 10Y | +1,609.1% | +219.2% | +1,389.9% | +333.2% |
| All | +501.5% | +235.8% | +265.6% | +42.4% |
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