+847.6%
LPX vs VT
+356.1%
+491.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | +2.4% | -1.6% | +4.0% | +4.8% |
| 30D | +13.3% | -2.5% | +15.8% | +17.5% |
| 3M | +0.4% | -1.3% | +1.7% | +2.3% |
| 6M | +4.4% | +3.1% | +1.3% | -0.7% |
| YTD | -7.5% | +10.9% | -18.5% | -21.2% |
| 1Y | -12.9% | +12.1% | -25.0% | -27.1% |
| 3Y | +29.8% | +73.9% | -44.1% | -44.5% |
| 5Y | +17.6% | +58.0% | -40.4% | -40.1% |
| 10Y | +383.0% | +225.5% | +157.5% | -14.5% |
| All | +847.6% | +356.1% | +491.5% | +46.4% |
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