-31.4%
LUCK vs VT
+78.0%
-109.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.9% | +0.4% | -3.4% | -3.3% |
| 30D | -7.4% | +1.0% | -8.3% | -8.3% |
| 3M | -17.9% | +2.4% | -20.3% | -20.3% |
| 6M | -25.5% | +12.0% | -37.5% | -34.1% |
| YTD | -24.7% | +15.3% | -40.0% | -35.1% |
| 1Y | -38.0% | +22.6% | -60.6% | -49.8% |
| 3Y | -39.8% | +74.7% | -114.5% | -64.9% |
| 5Y | -32.6% | +66.1% | -98.7% | -63.6% |
| All | -31.4% | +78.0% | -109.4% | -63.2% |
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