+9.4%
LQDW vs VT
+92.5%
-83.0%
-9.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +0.2% | +1.0% | -0.9% | 0.0% |
| 30D | -0.2% | -0.2% | 0.0% | -0.2% |
| 3M | -0.1% | +4.5% | -4.7% | -0.9% |
| 6M | +0.1% | +14.1% | -13.9% | -2.0% |
| YTD | +0.9% | +14.8% | -13.9% | -1.4% |
| 1Y | +2.6% | +21.2% | -18.6% | -0.6% |
| 3Y | +11.6% | +76.6% | -64.9% | +0.5% |
| All | +9.4% | +92.5% | -83.0% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling