-58.7%
LUCK vs VT
+67.1%
-125.7%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.1% | -11.1% | -10.8% |
| 7D | -7.4% | -4.2% | -3.2% | -2.6% |
| 30D | -29.1% | -5.8% | -23.3% | -24.0% |
| 3M | -44.2% | -5.2% | -39.0% | -40.6% |
| 6M | -50.8% | +0.1% | -50.9% | -50.8% |
| YTD | -54.7% | +8.2% | -62.9% | -58.0% |
| 1Y | -51.5% | +10.1% | -61.6% | -55.8% |
| 3Y | -59.0% | +69.7% | -128.7% | -75.1% |
| 5Y | -60.1% | +53.4% | -113.5% | -76.8% |
| All | -58.7% | +67.1% | -125.7% | -76.2% |
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