-95.1%
LVWR vs VT
+96.0%
-191.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -2.9% |
| 7D | -21.3% | -0.1% | -21.1% | -21.4% |
| 30D | -70.6% | -3.1% | -67.5% | -69.3% |
| 3M | -58.1% | -3.5% | -54.6% | -56.0% |
| 6M | -71.3% | +0.5% | -71.7% | -71.7% |
| YTD | -89.3% | +10.8% | -100.1% | -90.5% |
| 1Y | -89.5% | +11.9% | -101.4% | -90.8% |
| 3Y | -94.8% | +73.0% | -167.8% | -96.6% |
| 5Y | -95.2% | +58.6% | -153.8% | -96.9% |
| All | -95.1% | +96.0% | -191.1% | -96.9% |
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