+294.5%
LPX vs VT
+224.5%
+70.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.7% |
| 7D | -4.3% | +0.4% | -4.8% | -5.0% |
| 30D | -11.5% | +1.0% | -12.5% | -12.7% |
| 3M | -4.0% | +2.4% | -6.4% | -7.5% |
| 6M | -14.7% | +12.0% | -26.7% | -27.6% |
| YTD | -14.6% | +15.3% | -29.9% | -30.7% |
| 1Y | -28.4% | +22.6% | -51.0% | -47.1% |
| 3Y | +10.4% | +74.7% | -64.3% | -51.7% |
| 5Y | +13.6% | +66.1% | -52.5% | -44.9% |
| All | +294.5% | +224.5% | +70.0% | -26.5% |
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