-93.4%
LU vs VT
+128.5%
-221.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.7% |
| 7D | -4.6% | +0.4% | -5.0% | -5.2% |
| 30D | -16.7% | +1.0% | -17.6% | -18.0% |
| 3M | -19.4% | +2.4% | -21.7% | -22.6% |
| 6M | -48.3% | +12.0% | -60.4% | -57.0% |
| YTD | -51.2% | +15.3% | -66.5% | -61.1% |
| 1Y | -57.8% | +22.6% | -80.4% | -69.3% |
| 3Y | -44.4% | +74.7% | -119.0% | -76.8% |
| 5Y | -90.3% | +66.1% | -156.5% | -95.6% |
| All | -93.4% | +128.5% | -221.9% | -97.7% |
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