-99.7%
LVO vs VT
+168.5%
-268.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.2% | +5.4% | +5.3% |
| 7D | -16.7% | -2.3% | -14.3% | -13.8% |
| 30D | -8.6% | -5.0% | -3.6% | -1.7% |
| 3M | -40.7% | -4.9% | -35.8% | -36.1% |
| 6M | -53.5% | -1.5% | -52.0% | -52.1% |
| YTD | -48.1% | +8.5% | -56.6% | -52.4% |
| 1Y | -52.5% | +11.4% | -63.9% | -57.7% |
| 3Y | -77.1% | +70.1% | -147.2% | -87.6% |
| 5Y | -89.7% | +53.7% | -143.5% | -93.6% |
| All | -99.7% | +168.5% | -268.3% | -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