+395.4%
LTC vs VT
+345.0%
+50.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | +1.9% |
| 7D | +3.0% | -4.2% | +7.2% | +6.6% |
| 30D | +8.1% | -5.8% | +13.8% | +13.3% |
| 3M | +19.5% | -5.2% | +24.8% | +24.5% |
| 6M | +22.9% | +0.1% | +22.8% | +21.4% |
| YTD | +39.4% | +8.2% | +31.1% | +28.0% |
| 1Y | +36.1% | +10.1% | +26.0% | +23.0% |
| 3Y | +71.3% | +69.7% | +1.6% | +3.8% |
| 5Y | +85.6% | +53.4% | +32.2% | +20.4% |
| 10Y | +78.0% | +219.2% | -141.2% | -39.5% |
| All | +395.4% | +345.0% | +50.5% | +24.5% |
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