-75.8%
LTBR vs VT
+221.8%
-297.5%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.1% |
| 7D | -2.4% | +2.4% | -4.7% | -5.3% |
| 30D | -19.1% | -1.5% | -17.6% | -16.5% |
| 3M | -53.0% | -4.1% | -48.9% | -49.1% |
| 6M | -68.2% | +0.6% | -68.8% | -67.2% |
| YTD | -67.6% | +11.0% | -78.6% | -70.1% |
| 1Y | -77.2% | +13.3% | -90.5% | -79.4% |
| 3Y | +2.2% | +73.4% | -71.1% | -40.0% |
| 5Y | -70.5% | +57.4% | -127.9% | -80.4% |
| All | -75.8% | +221.8% | -297.5% | -85.0% |
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