-96.9%
LTRN vs VT
+133.3%
-230.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.7% | -0.5% | -22.2% | -22.0% |
| 7D | -23.1% | -0.1% | -22.9% | -22.6% |
| 30D | -43.1% | -3.1% | -40.0% | -39.7% |
| 3M | -83.5% | -3.5% | -80.0% | -82.5% |
| 6M | -78.0% | +0.5% | -78.4% | -77.8% |
| YTD | -84.7% | +10.8% | -95.5% | -86.3% |
| 1Y | -87.0% | +11.9% | -98.9% | -88.4% |
| 3Y | -86.0% | +73.0% | -158.9% | -92.5% |
| 5Y | -95.4% | +58.6% | -154.0% | -97.2% |
| All | -96.9% | +133.3% | -230.2% | -98.3% |
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