+113.4%
LRNZ vs VT
+133.4%
-20.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.1% | +1.1% |
| 7D | -11.9% | -2.3% | -9.5% | -8.9% |
| 30D | -21.7% | -5.0% | -16.8% | -15.9% |
| 3M | -12.3% | -4.9% | -7.4% | -5.8% |
| 6M | +10.2% | -1.5% | +11.7% | +13.8% |
| YTD | +13.4% | +8.5% | +4.9% | +3.5% |
| 1Y | +7.8% | +11.4% | -3.6% | -4.8% |
| 3Y | +85.7% | +70.1% | +15.6% | -0.8% |
| 5Y | +3.5% | +53.7% | -50.2% | -37.2% |
| All | +113.4% | +133.4% | -20.0% | -1.2% |
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