+24.3%
LTRX vs VT
+374.2%
-349.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.8% | +0.4% | -3.2% | -3.0% |
| 30D | -11.4% | +1.0% | -12.3% | -11.8% |
| 3M | -29.9% | +2.4% | -32.3% | -30.4% |
| 6M | -11.7% | +12.0% | -23.7% | -16.3% |
| YTD | -10.9% | +15.3% | -26.3% | -16.6% |
| 1Y | +15.5% | +22.6% | -7.1% | +4.9% |
| 3Y | +31.8% | +74.7% | -42.9% | +0.7% |
| 5Y | -17.5% | +66.1% | -83.7% | -35.0% |
| 10Y | +262.5% | +225.0% | +37.5% | +135.1% |
| All | +24.3% | +374.2% | -349.9% | -27.3% |
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