-70.4%
LULG vs VT
+10.9%
-81.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.3% | -2.5% |
| 7D | +5.4% | -2.3% | +7.8% | +9.7% |
| 30D | +39.9% | -5.0% | +44.8% | +53.5% |
| 3M | -31.3% | -4.9% | -26.4% | -24.6% |
| 6M | -44.0% | -1.5% | -42.5% | -43.2% |
| YTD | -79.9% | +8.5% | -88.4% | -83.3% |
| 1Y | -68.9% | +11.4% | -80.2% | -76.3% |
| All | -70.4% | +10.9% | -81.3% | -76.7% |
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