+283.3%
LTRX vs VT
+222.7%
+60.7%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.3% | -3.2% |
| 7D | -3.8% | -0.1% | -3.7% | -3.6% |
| 30D | -11.7% | -0.7% | -11.0% | -10.8% |
| 3M | -20.6% | +4.0% | -24.6% | -23.7% |
| 6M | -19.0% | +12.3% | -31.3% | -28.3% |
| YTD | -13.7% | +14.0% | -27.7% | -24.4% |
| 1Y | +12.7% | +20.3% | -7.6% | -6.8% |
| 3Y | -1.4% | +75.4% | -76.8% | -46.7% |
| 5Y | -25.3% | +66.0% | -91.2% | -56.5% |
| 10Y | +283.3% | +228.2% | +55.1% | +36.8% |
| All | +283.3% | +222.7% | +60.7% | +36.8% |
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