+0.2%
LSE vs VT
+31.7%
-31.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | +1.7% |
| 7D | -4.2% | -4.2% | 0.0% | -0.9% |
| 30D | -5.0% | -5.8% | +0.8% | -0.4% |
| 3M | -5.2% | -5.2% | 0.0% | -1.2% |
| 6M | -12.3% | +0.1% | -12.4% | -11.8% |
| YTD | -0.2% | +8.2% | -8.5% | -6.4% |
| 1Y | -22.0% | +10.1% | -32.1% | -28.3% |
| All | +0.2% | +31.7% | -31.5% | -24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling