-68.4%
LTBR vs VT
+221.4%
-289.8%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.5% | +4.6% | +4.8% |
| 7D | +6.2% | +1.0% | +5.2% | +4.6% |
| 30D | -16.7% | -0.2% | -16.4% | -16.3% |
| 3M | -16.9% | +4.5% | -21.5% | -21.0% |
| 6M | -31.1% | +14.1% | -45.1% | -40.4% |
| YTD | -37.6% | +14.8% | -52.3% | -45.9% |
| 1Y | -44.9% | +21.2% | -66.1% | -54.4% |
| 3Y | +83.1% | +76.6% | +6.5% | +4.2% |
| 5Y | +31.5% | +66.6% | -35.1% | -18.5% |
| 10Y | -68.4% | +222.3% | -290.7% | -80.7% |
| All | -68.4% | +221.4% | -289.8% | -80.7% |
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