-92.9%
LUNG vs VT
+115.3%
-208.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.6% | +6.8% | +5.3% |
| 7D | +8.5% | +0.4% | +8.2% | +8.5% |
| 30D | +52.2% | -2.6% | +54.8% | +59.7% |
| 3M | +37.3% | -3.2% | +40.5% | +45.2% |
| 6M | +122.2% | +0.9% | +121.3% | +121.7% |
| YTD | +26.7% | +11.3% | +15.4% | +8.3% |
| 1Y | +45.8% | +14.0% | +31.8% | +21.0% |
| 3Y | -69.7% | +75.8% | -145.5% | -87.3% |
| 5Y | -93.5% | +57.8% | -151.3% | -96.7% |
| All | -92.9% | +115.3% | -208.2% | -97.3% |
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