+250.7%
LTL vs VT
+374.2%
-123.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.3% | -2.3% |
| 7D | -2.0% | +0.4% | -2.5% | -2.6% |
| 30D | +1.3% | +1.0% | +0.3% | 0.0% |
| 3M | -3.9% | +2.4% | -6.3% | -7.2% |
| 6M | -14.1% | +12.0% | -26.1% | -26.6% |
| YTD | -13.8% | +15.3% | -29.1% | -29.3% |
| 1Y | -8.9% | +22.6% | -31.5% | -31.1% |
| 3Y | +123.6% | +74.7% | +48.9% | +9.9% |
| 5Y | +96.4% | +66.1% | +30.2% | +7.3% |
| 10Y | +125.3% | +225.0% | -99.7% | -46.2% |
| All | +250.7% | +374.2% | -123.5% | -52.8% |
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