+234.4%
LRN vs VT
+345.0%
-110.6%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.1% | -1.4% | -2.8% |
| 7D | -7.2% | -4.2% | -3.1% | -4.5% |
| 30D | -6.1% | -5.8% | -0.3% | -2.3% |
| 3M | -9.3% | -5.2% | -4.1% | -6.1% |
| 6M | -20.1% | +0.1% | -20.3% | -21.0% |
| YTD | +15.3% | +8.2% | +7.1% | +8.3% |
| 1Y | +4.1% | +10.1% | -6.0% | -3.5% |
| 3Y | +34.0% | +69.7% | -35.7% | -7.8% |
| 5Y | +106.8% | +53.4% | +53.4% | +50.7% |
| 10Y | +572.1% | +219.2% | +352.9% | +175.1% |
| All | +234.4% | +345.0% | -110.6% | 0.0% |
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