+290.3%
LQDT vs VT
+357.6%
-67.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +0.4% |
| 7D | +0.6% | +0.4% | +0.3% | +0.3% |
| 30D | +4.2% | -2.6% | +6.7% | +6.8% |
| 3M | +6.8% | -3.2% | +10.0% | +10.2% |
| 6M | +24.1% | +0.9% | +23.2% | +22.4% |
| YTD | +48.2% | +11.3% | +36.9% | +32.7% |
| 1Y | +98.1% | +14.0% | +84.1% | +73.2% |
| 3Y | +128.6% | +75.8% | +52.8% | +30.5% |
| 5Y | +89.0% | +57.8% | +31.1% | +21.2% |
| 10Y | +425.4% | +219.8% | +205.6% | +66.6% |
| All | +290.3% | +357.6% | -67.4% | -10.6% |
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