-75.5%
LTBR vs VT
+224.4%
-299.8%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -2.4% |
| 7D | +0.9% | -0.7% | +1.6% | +2.7% |
| 30D | -21.5% | -1.7% | -19.7% | -18.5% |
| 3M | -50.3% | -2.3% | -48.0% | -47.8% |
| 6M | -68.3% | +1.5% | -69.9% | -67.8% |
| YTD | -64.4% | +12.0% | -76.4% | -67.7% |
| 1Y | -77.6% | +12.9% | -90.5% | -79.7% |
| 3Y | +11.4% | +74.9% | -63.6% | -35.5% |
| 5Y | -67.2% | +59.9% | -127.1% | -78.6% |
| 10Y | -75.5% | +224.6% | -300.1% | -85.1% |
| All | -75.5% | +224.4% | -299.8% | -85.1% |
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