+37.5%
LQDI vs VT
+140.6%
-103.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.3% |
| 7D | +0.1% | -2.3% | +2.4% | +0.4% |
| 30D | +1.9% | -5.0% | +6.9% | +2.7% |
| 3M | -1.4% | -4.9% | +3.5% | -0.7% |
| 6M | -2.8% | -1.5% | -1.3% | -2.7% |
| YTD | -1.4% | +8.5% | -9.9% | -2.8% |
| 1Y | -1.3% | +11.4% | -12.7% | -3.1% |
| 3Y | +16.9% | +70.1% | -53.2% | +7.2% |
| 5Y | 0.0% | +53.7% | -53.7% | -8.0% |
| All | +37.5% | +140.6% | -103.1% | +18.5% |
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 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