+126.0%
LRNZ vs VT
+138.4%
-12.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | +0.1% |
| 7D | -4.4% | -0.1% | -4.2% | -4.0% |
| 30D | -17.1% | -3.1% | -14.0% | -13.2% |
| 3M | -10.7% | -3.5% | -7.2% | -5.8% |
| 6M | +15.5% | +0.5% | +15.0% | +16.3% |
| YTD | +20.1% | +10.8% | +9.3% | +6.8% |
| 1Y | +10.3% | +11.9% | -1.6% | -3.2% |
| 3Y | +88.1% | +73.0% | +15.1% | -1.8% |
| 5Y | +8.1% | +58.6% | -50.5% | -36.7% |
| All | +126.0% | +138.4% | -12.4% | +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