+202.0%
LTL vs VT
+345.0%
-143.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | +4.5% |
| 7D | +6.4% | -4.2% | +10.6% | +12.6% |
| 30D | -13.1% | -5.8% | -7.3% | -5.9% |
| 3M | -12.8% | -5.2% | -7.5% | -6.2% |
| 6M | -21.3% | +0.1% | -21.4% | -21.8% |
| YTD | -25.7% | +8.2% | -34.0% | -33.6% |
| 1Y | -20.4% | +10.1% | -30.5% | -30.5% |
| 3Y | +92.5% | +69.7% | +22.8% | -2.1% |
| 5Y | +71.0% | +53.4% | +17.6% | +3.8% |
| 10Y | +121.9% | +219.2% | -97.3% | -45.4% |
| All | +202.0% | +345.0% | -143.0% | -55.7% |
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