-93.6%
LPSN vs VT
+374.2%
-467.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +9.9% | +0.4% | +9.5% | +9.4% |
| 30D | +46.2% | +1.0% | +45.3% | +45.1% |
| 3M | +37.2% | +2.4% | +34.8% | +34.4% |
| 6M | -1.0% | +12.0% | -13.0% | -11.9% |
| YTD | -19.9% | +15.3% | -35.2% | -30.7% |
| 1Y | -76.8% | +22.6% | -99.4% | -81.1% |
| 3Y | -95.0% | +74.7% | -169.7% | -97.0% |
| 5Y | -99.7% | +66.1% | -165.8% | -99.8% |
| 10Y | -97.4% | +225.0% | -322.4% | -99.0% |
| All | -93.6% | +374.2% | -467.8% | -97.6% |
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