-88.2%
LVWR vs VT
+101.8%
-189.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.6% | -6.7% | -6.6% |
| 7D | -5.0% | -0.1% | -4.9% | -4.8% |
| 30D | +0.9% | -0.7% | +1.6% | +1.6% |
| 3M | -0.9% | +4.0% | -4.9% | -7.3% |
| 6M | -31.7% | +12.3% | -44.0% | -41.2% |
| YTD | -74.2% | +14.0% | -88.2% | -78.1% |
| 1Y | -74.1% | +20.3% | -94.5% | -79.2% |
| 3Y | -89.1% | +75.4% | -164.6% | -93.2% |
| 5Y | -88.3% | +66.0% | -154.3% | -92.9% |
| All | -88.2% | +101.8% | -189.9% | -92.9% |
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 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