+558.5%
LRN vs VT
+215.5%
+342.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.1% |
| 7D | -4.3% | -2.3% | -2.0% | -3.2% |
| 30D | -5.8% | -5.0% | -0.8% | -3.7% |
| 3M | -6.2% | -4.9% | -1.4% | -4.2% |
| 6M | -19.4% | -1.5% | -17.8% | -19.2% |
| YTD | +15.5% | +8.5% | +7.0% | +10.6% |
| 1Y | +6.2% | +11.4% | -5.2% | +0.4% |
| 3Y | +33.3% | +70.1% | -36.7% | +4.0% |
| 5Y | +107.1% | +53.7% | +53.4% | +67.4% |
| All | +558.5% | +215.5% | +342.9% | +282.9% |
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