+127.3%
LRNZ vs VT
+139.5%
-12.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.6% | +3.9% | +3.1% |
| 7D | -1.9% | +0.4% | -2.3% | -2.1% |
| 30D | -16.6% | -2.6% | -14.0% | -13.2% |
| 3M | -9.5% | -3.2% | -6.2% | -4.8% |
| 6M | +16.1% | +0.9% | +15.2% | +16.3% |
| YTD | +20.8% | +11.3% | +9.5% | +6.7% |
| 1Y | +14.7% | +14.0% | +0.7% | -1.7% |
| 3Y | +94.0% | +75.8% | +18.1% | -0.7% |
| 5Y | +4.6% | +57.8% | -53.3% | -38.6% |
| All | +127.3% | +139.5% | -12.2% | +1.9% |
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