+4.3%
LSE vs VT
+35.5%
-31.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.5% |
| 7D | +4.1% | +2.9% | +1.2% | +1.7% |
| 30D | -0.7% | -2.5% | +1.8% | +1.2% |
| 3M | -9.6% | -3.3% | -6.3% | -7.3% |
| 6M | -8.3% | +1.5% | -9.9% | -8.9% |
| YTD | +3.8% | +11.4% | -7.5% | -4.9% |
| 1Y | -14.4% | +11.9% | -26.3% | -22.0% |
| All | +4.3% | +35.5% | -31.2% | -23.1% |
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