-97.1%
LTRN vs VT
+133.8%
-231.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.3% | -5.8% | -5.6% |
| 7D | -23.8% | +2.4% | -26.1% | -26.1% |
| 30D | -35.7% | -1.5% | -34.2% | -33.5% |
| 3M | -83.5% | -4.1% | -79.4% | -82.3% |
| 6M | -82.7% | +0.6% | -83.3% | -82.7% |
| YTD | -85.7% | +11.0% | -96.7% | -87.3% |
| 1Y | -87.5% | +13.3% | -100.8% | -89.1% |
| 3Y | -88.5% | +73.4% | -161.9% | -93.9% |
| 5Y | -95.6% | +57.4% | -153.0% | -97.3% |
| All | -97.1% | +133.8% | -231.0% | -98.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling