+496.9%
LPTH vs VT
+374.2%
+122.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -13.9% | +0.4% | -14.3% | -14.1% |
| 30D | -19.3% | +1.0% | -20.3% | -19.6% |
| 3M | -45.1% | +2.4% | -47.5% | -45.2% |
| 6M | -18.1% | +12.0% | -30.1% | -21.3% |
| YTD | -10.5% | +15.3% | -25.8% | -15.4% |
| 1Y | +69.1% | +22.6% | +46.5% | +56.5% |
| 3Y | +452.6% | +74.7% | +377.9% | +338.6% |
| 5Y | +322.3% | +66.1% | +256.1% | +243.9% |
| 10Y | +398.5% | +225.0% | +173.5% | +227.8% |
| All | +496.9% | +374.2% | +122.7% | +550.4% |
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