+363.1%
LQDA vs VT
+142.1%
+221.0%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.5% | +7.8% | +7.9% |
| 7D | +21.8% | -0.1% | +21.9% | +22.4% |
| 30D | +87.7% | -3.1% | +90.8% | +94.1% |
| 3M | -43.5% | -3.5% | -40.0% | -41.3% |
| 6M | +21.5% | +0.5% | +21.0% | +21.0% |
| YTD | +49.0% | +10.8% | +38.2% | +33.2% |
| 1Y | +88.6% | +11.9% | +76.7% | +66.7% |
| 3Y | +719.8% | +73.0% | +646.8% | +357.7% |
| 5Y | +1,115.1% | +58.6% | +1,056.5% | +644.5% |
| All | +363.1% | +142.1% | +221.0% | +103.5% |
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