+3.0%
LSE vs VT
+35.5%
-32.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -2.1% |
| 7D | -0.9% | +0.4% | -1.3% | -1.4% |
| 30D | -13.3% | -2.6% | -10.7% | -11.5% |
| 3M | +1.6% | -3.2% | +4.8% | +4.1% |
| 6M | -9.2% | +0.9% | -10.2% | -9.4% |
| YTD | +2.5% | +11.3% | -8.8% | -6.0% |
| 1Y | -14.2% | +14.0% | -28.2% | -23.5% |
| All | +3.0% | +35.5% | -32.5% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling