-93.9%
LVLU vs VT
+64.5%
-158.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -15.6% | +0.4% | -16.1% | -15.9% |
| 30D | -33.3% | +1.0% | -34.2% | -33.9% |
| 3M | +39.5% | +2.4% | +37.1% | +36.1% |
| 6M | -16.2% | +12.0% | -28.2% | -25.2% |
| YTD | +128.7% | +15.3% | +113.4% | +96.7% |
| 1Y | +207.7% | +22.6% | +185.1% | +149.6% |
| 3Y | -62.5% | +74.7% | -137.2% | -80.2% |
| All | -93.9% | +64.5% | -158.4% | -96.6% |
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