-65.5%
LSPD vs VT
+110.5%
-175.9%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -4.1% | -5.5% | -0.8% |
| 7D | -4.7% | -4.2% | -0.5% | +4.9% |
| 30D | +3.1% | -5.8% | +8.9% | +17.5% |
| 3M | +1.0% | -5.2% | +6.2% | +13.7% |
| 6M | +11.2% | +0.1% | +11.0% | +8.1% |
| YTD | -13.5% | +8.2% | -21.7% | -30.4% |
| 1Y | -9.8% | +10.1% | -20.0% | -30.5% |
| 3Y | -30.0% | +69.7% | -99.6% | -82.3% |
| 5Y | -85.7% | +53.4% | -139.1% | -94.5% |
| All | -65.5% | +110.5% | -175.9% | -92.8% |
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