+291.7%
LPTH vs VT
+214.8%
+76.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.4% | -4.1% | -9.3% | -9.4% |
| 7D | -26.0% | -4.2% | -21.8% | -22.7% |
| 30D | -43.4% | -5.8% | -37.6% | -39.7% |
| 3M | -48.7% | -5.2% | -43.5% | -45.4% |
| 6M | -49.2% | +0.1% | -49.3% | -47.6% |
| YTD | -43.1% | +8.2% | -51.3% | -44.8% |
| 1Y | -21.5% | +10.1% | -31.6% | -24.6% |
| 3Y | +289.2% | +69.7% | +219.6% | +173.3% |
| 5Y | +207.5% | +53.4% | +154.1% | +129.5% |
| All | +291.7% | +214.8% | +76.9% | +173.8% |
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