+12.6%
LTRX vs VT
+360.7%
-348.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.1% | +6.6% | +7.0% |
| 7D | -16.3% | -0.7% | -15.6% | -15.6% |
| 30D | -26.9% | -1.7% | -25.1% | -25.7% |
| 3M | -20.0% | -2.3% | -17.7% | -18.3% |
| 6M | -24.3% | +1.5% | -25.8% | -23.9% |
| YTD | -19.3% | +12.0% | -31.3% | -22.6% |
| 1Y | -6.7% | +12.9% | -19.6% | -10.8% |
| 3Y | -3.9% | +74.9% | -78.8% | -26.0% |
| 5Y | -42.9% | +59.9% | -102.9% | -53.8% |
| 10Y | +230.8% | +224.6% | +6.1% | +118.7% |
| All | +12.6% | +360.7% | -348.0% | -32.6% |
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