-90.9%
LUNL vs VT
+5.4%
-96.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +42.9% | +0.2% | +42.6% | +41.3% |
| 7D | -11.0% | -2.3% | -8.7% | +6.2% |
| 30D | -55.1% | -5.0% | -50.1% | -32.5% |
| 3M | -64.5% | -4.9% | -59.6% | -44.3% |
| 6M | -92.8% | -1.5% | -91.2% | -89.6% |
| All | -90.9% | +5.4% | -96.3% | -92.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling