+123.2%
LTL vs VT
+215.5%
-92.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.3% | +0.2% |
| 7D | +9.7% | -2.3% | +12.0% | +13.4% |
| 30D | -12.2% | -5.0% | -7.2% | -5.5% |
| 3M | -12.5% | -4.9% | -7.6% | -5.9% |
| 6M | -23.2% | -1.5% | -21.7% | -22.0% |
| YTD | -25.3% | +8.5% | -33.8% | -34.3% |
| 1Y | -18.3% | +11.4% | -29.7% | -30.9% |
| 3Y | +95.1% | +70.1% | +25.0% | -7.5% |
| 5Y | +72.0% | +53.7% | +18.3% | -2.8% |
| All | +123.2% | +215.5% | -92.3% | -47.1% |
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