-95.4%
LU vs VT
+114.5%
-209.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.1% | +5.5% | +7.3% |
| 7D | +8.8% | -4.2% | +13.0% | +15.2% |
| 30D | -14.6% | -5.8% | -8.8% | -7.1% |
| 3M | -42.5% | -5.2% | -37.2% | -38.5% |
| 6M | -56.6% | +0.1% | -56.8% | -57.7% |
| YTD | -66.3% | +8.2% | -74.5% | -70.9% |
| 1Y | -69.7% | +10.1% | -79.8% | -74.5% |
| 3Y | -56.2% | +69.7% | -125.8% | -81.3% |
| 5Y | -90.5% | +53.4% | -143.9% | -95.1% |
| All | -95.4% | +114.5% | -209.9% | -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 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