-99.0%
LTBR vs VT
+357.6%
-456.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.2% | +2.6% | +12.6% | +13.1% |
| 7D | +4.1% | +0.4% | +3.7% | +4.2% |
| 30D | -20.3% | -2.6% | -17.7% | -17.9% |
| 3M | -48.9% | -3.2% | -45.7% | -46.9% |
| 6M | -64.0% | +0.9% | -64.9% | -63.3% |
| YTD | -61.7% | +11.3% | -73.0% | -63.4% |
| 1Y | -74.2% | +14.0% | -88.2% | -75.6% |
| 3Y | +20.7% | +75.8% | -55.1% | -11.1% |
| 5Y | -65.9% | +57.8% | -123.7% | -72.5% |
| 10Y | -73.8% | +219.8% | -293.6% | -84.7% |
| All | -99.0% | +357.6% | -456.6% | -99.5% |
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