-66.0%
LSPD vs VT
+110.9%
-176.9%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.8% | -2.0% |
| 7D | -5.3% | -2.3% | -3.0% | 0.0% |
| 30D | +0.6% | -5.0% | +5.5% | +12.5% |
| 3M | +0.6% | -4.9% | +5.5% | +12.4% |
| 6M | +9.2% | -1.5% | +10.8% | +10.6% |
| YTD | -14.8% | +8.5% | -23.3% | -31.9% |
| 1Y | -23.4% | +11.4% | -34.8% | -42.3% |
| 3Y | -31.3% | +70.1% | -101.4% | -82.8% |
| 5Y | -85.9% | +53.7% | -139.6% | -94.6% |
| All | -66.0% | +110.9% | -176.9% | -93.0% |
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 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