+55.4%
LQDH vs VT
+223.7%
-168.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.4% |
| 7D | +0.5% | +0.4% | +0.2% | +0.4% |
| 30D | 0.0% | -2.6% | +2.6% | +0.5% |
| 3M | +1.1% | -3.2% | +4.3% | +1.7% |
| 6M | +1.8% | +0.9% | +0.9% | +1.5% |
| YTD | +3.4% | +11.3% | -7.9% | +0.8% |
| 1Y | +5.1% | +14.0% | -8.9% | +1.9% |
| 3Y | +22.5% | +75.8% | -53.4% | +7.2% |
| 5Y | +29.1% | +57.8% | -28.8% | +15.2% |
| 10Y | +55.4% | +219.8% | -164.4% | +17.7% |
| All | +55.4% | +223.7% | -168.3% | +17.7% |
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