-87.4%
LVWR vs VT
+66.2%
-153.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.3% |
| 7D | +7.9% | +1.0% | +6.9% | +6.6% |
| 30D | +13.9% | -0.2% | +14.1% | +14.1% |
| 3M | +5.1% | +4.5% | +0.6% | -2.8% |
| 6M | -30.5% | +14.1% | -44.6% | -42.1% |
| YTD | -72.2% | +14.8% | -86.9% | -76.9% |
| 1Y | -72.6% | +21.2% | -93.8% | -78.6% |
| 3Y | -88.3% | +76.6% | -164.9% | -93.0% |
| 5Y | -87.4% | +66.6% | -154.0% | -92.9% |
| All | -87.4% | +66.2% | -153.6% | -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 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