+595.6%
LPG vs VT
+249.7%
+345.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.1% | +3.1% |
| 7D | +10.9% | +0.4% | +10.4% | +10.4% |
| 30D | +28.2% | +1.0% | +27.2% | +26.9% |
| 3M | +39.3% | +2.4% | +36.9% | +34.7% |
| 6M | +55.4% | +12.0% | +43.4% | +36.1% |
| YTD | +143.0% | +15.3% | +127.6% | +106.3% |
| 1Y | +97.2% | +22.6% | +74.6% | +56.4% |
| 3Y | +177.5% | +74.7% | +102.9% | +48.2% |
| 5Y | +783.2% | +66.1% | +717.1% | +391.4% |
| 10Y | +2,422.6% | +225.0% | +2,197.6% | +532.7% |
| All | +595.6% | +249.7% | +345.9% | +58.3% |
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