+397.4%
LQDA vs VT
+144.8%
+252.5%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.1% | +6.3% | +6.2% |
| 7D | +16.5% | -0.7% | +17.2% | +17.7% |
| 30D | +99.5% | -1.7% | +101.3% | +103.5% |
| 3M | -37.3% | -2.3% | -35.0% | -35.6% |
| 6M | +3.9% | +1.5% | +2.4% | +2.4% |
| YTD | +60.1% | +12.0% | +48.0% | +41.4% |
| 1Y | +98.7% | +12.9% | +85.9% | +74.2% |
| 3Y | +780.5% | +74.9% | +705.6% | +386.1% |
| 5Y | +967.9% | +59.9% | +908.0% | +548.5% |
| All | +397.4% | +144.8% | +252.5% | +116.1% |
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