+412.1%
LPX vs VT
+231.8%
+180.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.7% | +5.1% | +4.3% |
| 7D | +12.5% | -0.3% | +12.8% | +13.0% |
| 30D | +20.7% | -1.4% | +22.2% | +23.2% |
| 3M | +3.0% | -1.4% | +4.4% | +5.1% |
| 6M | +15.2% | +5.5% | +9.7% | +6.3% |
| YTD | -1.2% | +12.8% | -14.1% | -17.3% |
| 1Y | -6.2% | +15.4% | -21.6% | -24.2% |
| 3Y | +38.6% | +76.9% | -38.2% | -40.8% |
| 5Y | +26.0% | +60.4% | -34.4% | -35.7% |
| 10Y | +412.1% | +232.8% | +179.3% | -5.3% |
| All | +412.1% | +231.8% | +180.3% | -5.3% |
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 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