+382.1%
LPTH vs VT
+356.1%
+26.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.3% |
| 7D | -6.7% | -1.6% | -5.1% | -5.8% |
| 30D | -29.3% | -2.5% | -26.8% | -28.1% |
| 3M | -30.1% | -1.3% | -28.8% | -29.2% |
| 6M | -43.0% | +3.1% | -46.1% | -43.0% |
| YTD | -27.7% | +10.9% | -38.6% | -30.0% |
| 1Y | -4.3% | +12.1% | -16.4% | -7.4% |
| 3Y | +394.3% | +73.9% | +320.4% | +295.9% |
| 5Y | +288.6% | +58.0% | +230.6% | +225.2% |
| 10Y | +379.1% | +225.5% | +153.7% | +219.1% |
| All | +382.1% | +356.1% | +26.0% | +438.0% |
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