-88.2%
LTRN vs VT
+140.1%
-228.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -2.8% |
| 7D | -8.3% | -0.1% | -8.2% | -8.1% |
| 30D | -37.0% | -0.7% | -36.3% | -36.3% |
| 3M | -53.5% | +4.0% | -57.5% | -56.1% |
| 6M | -35.4% | +12.3% | -47.7% | -43.9% |
| YTD | -41.6% | +14.0% | -55.6% | -50.3% |
| 1Y | -56.3% | +20.3% | -76.6% | -65.2% |
| 3Y | -60.5% | +75.4% | -135.9% | -79.7% |
| 5Y | -87.2% | +66.0% | -153.2% | -92.9% |
| All | -88.2% | +140.1% | -228.3% | -93.8% |
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 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