+557.3%
LRN vs VT
+214.8%
+342.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.1% | -1.4% | -3.8% |
| 7D | -7.2% | -4.2% | -3.1% | -5.4% |
| 30D | -6.1% | -5.8% | -0.3% | -3.6% |
| 3M | -9.3% | -5.2% | -4.1% | -7.2% |
| 6M | -20.1% | +0.1% | -20.3% | -20.7% |
| YTD | +15.3% | +8.2% | +7.1% | +10.6% |
| 1Y | +4.1% | +10.1% | -6.0% | -1.0% |
| 3Y | +34.0% | +69.7% | -35.7% | +4.7% |
| 5Y | +106.8% | +53.4% | +53.4% | +67.3% |
| All | +557.3% | +214.8% | +342.5% | +282.6% |
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