+775.4%
LPX vs VT
+374.2%
+401.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.8% |
| 3M | -4.0% | +2.4% | -6.4% | -7.6% |
| 6M | -14.7% | +12.0% | -26.7% | -28.1% |
| YTD | -14.6% | +15.3% | -29.9% | -31.2% |
| 1Y | -28.4% | +22.6% | -51.0% | -47.6% |
| 3Y | +10.4% | +74.7% | -64.3% | -52.9% |
| 5Y | +13.6% | +66.1% | -52.5% | -46.3% |
| 10Y | +291.2% | +225.0% | +66.2% | -30.3% |
| All | +775.4% | +374.2% | +401.2% | +27.9% |
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 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