+343.3%
LTC vs VT
+374.2%
-30.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +1.5% | +0.4% | +1.0% | +1.1% |
| 30D | +6.9% | +1.0% | +6.0% | +6.0% |
| 3M | +19.9% | +2.4% | +17.6% | +16.8% |
| 6M | +9.9% | +12.0% | -2.1% | -1.2% |
| YTD | +24.7% | +15.3% | +9.3% | +9.0% |
| 1Y | +20.4% | +22.6% | -2.2% | -0.5% |
| 3Y | +52.2% | +74.7% | -22.5% | -9.5% |
| 5Y | +64.3% | +66.1% | -1.8% | -0.2% |
| 10Y | +41.2% | +225.0% | -183.8% | -52.4% |
| All | +343.3% | +374.2% | -30.9% | +6.0% |
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 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