-99.7%
LVO vs VT
+167.9%
-267.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -4.1% | -6.7% | -5.6% |
| 7D | -26.6% | -4.2% | -22.4% | -22.1% |
| 30D | -17.1% | -5.8% | -11.3% | -9.9% |
| 3M | -44.1% | -5.2% | -38.9% | -39.5% |
| 6M | -57.0% | +0.1% | -57.2% | -56.7% |
| YTD | -50.8% | +8.2% | -59.1% | -54.8% |
| 1Y | -55.6% | +10.1% | -65.7% | -59.9% |
| 3Y | -78.3% | +69.7% | -148.0% | -88.2% |
| 5Y | -90.3% | +53.4% | -143.7% | -93.9% |
| All | -99.7% | +167.9% | -267.7% | -99.9% |
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