-94.2%
LVLU vs VT
+58.8%
-153.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.3% |
| 7D | +8.7% | +2.9% | +5.8% | +5.7% |
| 30D | -14.9% | -2.5% | -12.4% | -13.4% |
| 3M | -32.9% | -3.3% | -29.5% | -30.8% |
| 6M | +22.3% | +1.5% | +20.8% | +19.8% |
| YTD | +117.9% | +11.4% | +106.6% | +93.2% |
| 1Y | +132.6% | +11.9% | +120.7% | +104.9% |
| 3Y | -62.6% | +73.9% | -136.5% | -80.3% |
| 5Y | -94.5% | +57.9% | -152.4% | -96.8% |
| All | -94.2% | +58.8% | -153.0% | -96.7% |
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 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