+204.9%
LTRX vs VT
+221.8%
-16.8%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.1% | -3.0% |
| 7D | -16.2% | +2.4% | -18.6% | -18.5% |
| 30D | -26.7% | -1.5% | -25.2% | -24.6% |
| 3M | -28.9% | -4.1% | -24.8% | -23.9% |
| 6M | -29.4% | +0.6% | -29.9% | -27.9% |
| YTD | -26.1% | +11.0% | -37.1% | -32.3% |
| 1Y | -11.6% | +13.3% | -25.0% | -20.8% |
| 3Y | -10.9% | +73.4% | -84.3% | -50.8% |
| 5Y | -52.2% | +57.4% | -109.6% | -70.3% |
| All | +204.9% | +221.8% | -16.8% | +1.4% |
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