-88.3%
LVO vs VT
+57.5%
-145.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +3.0% |
| 7D | +9.3% | -0.1% | +9.5% | +10.3% |
| 30D | -0.4% | -3.1% | +2.7% | +5.6% |
| 3M | -38.6% | -3.5% | -35.1% | -34.3% |
| 6M | -49.0% | +0.5% | -49.4% | -48.6% |
| YTD | -43.0% | +10.8% | -53.8% | -50.4% |
| 1Y | -44.4% | +11.9% | -56.3% | -52.2% |
| 3Y | -76.0% | +73.0% | -149.0% | -89.2% |
| 5Y | -88.3% | +58.6% | -146.9% | -93.3% |
| All | -88.3% | +57.5% | -145.8% | -93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling