+55.8%
LTPZ vs VT
+453.5%
-397.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.6% | -1.6% | 0.0% | -1.7% |
| 30D | +4.1% | -2.5% | +6.6% | +3.9% |
| 3M | -2.1% | -1.3% | -0.8% | -2.2% |
| 6M | -5.5% | +3.1% | -8.6% | -5.3% |
| YTD | -5.4% | +10.9% | -16.3% | -4.6% |
| 1Y | -7.5% | +12.1% | -19.5% | -6.6% |
| 3Y | +1.4% | +73.9% | -72.5% | +6.6% |
| 5Y | -32.8% | +58.0% | -90.8% | -30.6% |
| 10Y | -1.3% | +225.5% | -226.8% | +18.0% |
| All | +55.8% | +453.5% | -397.7% | +108.3% |
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