+99.5%
LTL vs VT
+66.2%
+33.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.3% | -2.3% |
| 7D | -2.0% | +0.4% | -2.5% | -2.7% |
| 30D | +1.3% | +1.0% | +0.3% | -0.3% |
| 3M | -3.9% | +2.4% | -6.3% | -8.1% |
| 6M | -14.1% | +12.0% | -26.1% | -29.7% |
| YTD | -13.8% | +15.3% | -29.1% | -33.2% |
| 1Y | -8.9% | +22.6% | -31.5% | -36.6% |
| 3Y | +123.6% | +74.7% | +48.9% | -12.3% |
| All | +99.5% | +66.2% | +33.3% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling