+205.2%
LTL vs VT
+363.9%
-158.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.7% | +5.4% | +4.8% |
| 7D | +2.2% | -0.3% | +2.5% | +2.7% |
| 30D | -11.6% | -1.4% | -10.2% | -9.8% |
| 3M | -13.6% | -1.4% | -12.2% | -11.8% |
| 6M | -21.1% | +5.5% | -26.6% | -26.8% |
| YTD | -24.9% | +12.8% | -37.8% | -36.5% |
| 1Y | -18.5% | +15.4% | -33.9% | -33.0% |
| 3Y | +94.5% | +76.9% | +17.7% | -6.2% |
| 5Y | +75.5% | +60.4% | +15.1% | +0.5% |
| 10Y | +124.3% | +232.8% | -108.5% | -47.7% |
| All | +205.2% | +363.9% | -158.7% | -57.6% |
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