+300.0%
LQDA vs VT
+137.1%
+162.9%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.4% |
| 7D | -1.5% | -2.3% | +0.9% | +1.3% |
| 30D | +66.4% | -5.0% | +71.4% | +75.5% |
| 3M | -50.3% | -4.9% | -45.5% | -47.6% |
| 6M | +5.4% | -1.5% | +6.9% | +7.1% |
| YTD | +28.7% | +8.5% | +20.2% | +17.5% |
| 1Y | +73.4% | +11.4% | +62.1% | +54.0% |
| 3Y | +576.8% | +70.1% | +506.8% | +284.7% |
| 5Y | +975.1% | +53.7% | +921.3% | +580.0% |
| All | +300.0% | +137.1% | +162.9% | +79.6% |
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