+401.9%
LQDT vs VT
+221.8%
+180.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.3% |
| 7D | +3.5% | +2.4% | +1.2% | +1.4% |
| 30D | +3.5% | -1.5% | +5.0% | +4.9% |
| 3M | +5.2% | -4.1% | +9.3% | +9.2% |
| 6M | +36.2% | +0.6% | +35.6% | +34.9% |
| YTD | +49.0% | +11.0% | +38.0% | +34.5% |
| 1Y | +94.4% | +13.3% | +81.0% | +72.1% |
| 3Y | +131.2% | +73.4% | +57.8% | +37.9% |
| 5Y | +74.4% | +57.4% | +17.0% | +14.1% |
| All | +401.9% | +221.8% | +180.1% | +70.6% |
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 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