+133.2%
LRNZ vs VT
+141.1%
-7.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.0% | +1.7% |
| 7D | +1.0% | -0.7% | +1.7% | +2.3% |
| 30D | -12.2% | -1.7% | -10.5% | -9.7% |
| 3M | -7.4% | -2.3% | -5.1% | -3.9% |
| 6M | +17.6% | +1.5% | +16.1% | +16.9% |
| YTD | +23.9% | +12.0% | +11.9% | +8.5% |
| 1Y | +14.4% | +12.9% | +1.6% | -0.6% |
| 3Y | +94.1% | +74.9% | +19.1% | -0.1% |
| 5Y | +10.1% | +59.9% | -49.8% | -36.3% |
| All | +133.2% | +141.1% | -7.9% | +3.6% |
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