+398.4%
LPX vs VT
+214.8%
+183.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.7% | +3.5% |
| 7D | +4.8% | -4.2% | +8.9% | +11.3% |
| 30D | +15.1% | -5.8% | +20.9% | +25.2% |
| 3M | -0.1% | -5.2% | +5.1% | +7.8% |
| 6M | +11.3% | +0.1% | +11.1% | +10.5% |
| YTD | -3.5% | +8.2% | -11.8% | -14.4% |
| 1Y | 0.0% | +10.1% | -10.1% | -13.6% |
| 3Y | +35.4% | +69.7% | -34.3% | -38.7% |
| 5Y | +25.1% | +53.4% | -28.3% | -32.1% |
| All | +398.4% | +214.8% | +183.6% | -7.9% |
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